Examples of fitting structured phase–type distributions

Faddy M.J. (1994) Examples of fitting structured phase–type distributions. Applied Stochastic Models and Data Analysis, 10 4: 247-255. doi:10.1002/asm.3150100403


Author Faddy M.J.
Title Examples of fitting structured phase–type distributions
Journal name Applied Stochastic Models and Data Analysis
ISSN 1099-0747
Publication date 1994-01-01
Sub-type Article (original research)
DOI 10.1002/asm.3150100403
Volume 10
Issue 4
Start page 247
End page 255
Total pages 9
Subject 2611 Modelling and Simulation
1405 Management of Technology and Innovation
Abstract A sub–class of phase–type distributions is defined in terms of a Markov process with sequential transitions between transient states and transitions from these states to absorption. Such distributions form a very rich class; they can be fitted to data, and any structure revealed by the parameter estimates used to develop more parsimonious re–parametrizations. Several example data sets are used as illustrations. Copyright
Keyword Markov process
Mixture models
Phase–type probability distributions
Sequential transitions
Structure
Q-Index Code C1
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import - Archived
 
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