On the Phase-Type Approximations of General Distributions
- 1 June 1985
- journal article
- research article
- Published by Taylor & Francis in IIE Transactions
- Vol. 17 (2), 110-116
- https://doi.org/10.1080/07408178508975280
Abstract
In this paper the approximation of general distributions, with known squared coefficient of variation, by phase-type distributions using the first three moments is studied. The phase-type distributions presented in this paper can be fitted to observed data sets and also can be used to approximate general distributions to be used in analytical models as well as in simulation. Formulas for the approximating distributions are presented and examples are given to show the approximations.Keywords
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