PH fitting algorithm and its application to reliability engineering

DOI10.15807/JORSJ.59.72zbMATH Open1349.90261OpenAlexW2338834070MaRDI QIDQ88136FDOQ88136

Tadashi Dohi, Hiroyuki Okamura

Publication date: 2016

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.59.72

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zbMATH Keywords

EM algorithmmaximum likelihood estimationcontinuous-time Markov chainphase-type distributionreliabilitytransient analysis

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25)

Cited In (5)

• An efficient algorithm for computation of information matrix in phase-type fitting
• State Reduction in Analysis of a Tandem Queueing System with Correlated Arrivals
• mapfit
• Overview of continuous phase-type distribution data fitting methods
• The shape of phylogenies under phase-type distributed times to speciation and extinction

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