论文研究-ACPH分布数据拟合的封闭形式EM算法.pdf
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30
4
Vol.30, No.4
2010
4
Systems Engineering — Theory & Practice Apr., 2010
: 1000-6788(2010)04-0679-10
: O211.1
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Closed form EM algorithm for ACPH distributions data fit
HUANG Zhuo, REN Pei, GUO Bo
(College of Information Systems and Management, National University of Defense Technology, Changsha 410073, China)
Abstract The acyclic continuous phase type(ACPH) distributions is dense in the whole probability
distributions class on nonnegative real axis and so own versatility. This paper proposes a closed form
EM algorithm for ACPH distributions data fitting problem. To illustrate the effectiveness of the proposed
ACPH fitting method, six fitting examples were given.
Keywords phase type distribution; ACPH distribution; closed form; EM algorithm; data fit
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