Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence

DOI10.1016/j.orl.2020.02.009OpenAlexW3009900631MaRDI QIDQ2183193

Stephane Barde, Young Myoung Ko, Hayong Shin

Publication date: 26 May 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2020.02.009

zbMATH Keywords

phase-type distributionmaximum likelihood estimatorMarkov decision processlife-time dataleft-truncated \& right-censoredhazard sequence

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Related Items (2)

Optimal age replacement policy for discrete time parallel systems ⋮ General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations

Uses Software

• EMpht

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterizations of discrete Weibull related distributions
• Left truncated and right censored Weibull data and likelihood inference with an illustration
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
• A new metric for probability distributions
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data

This page was built for publication: Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence