PH fitting algorithm and its application to reliability engineering

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

Authors: Hiroyuki Okamura, Tadashi Dohi 

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)

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• Variational Bayes for phase-type distribution
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• A parameter estimation method of shock model constructed with phase-type distribution on the condition of interval data
• The shape of phylogenies under phase-type distributed times to speciation and extinction

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