Examples of fitting structured phase–type distributions

M. J. Faddy

Applied Stochastic Models and Data Analysis, 1994, vol. 10, issue 4, 247-255

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.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:10:y:1994:i:4:p:247-255

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