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Parameter Fitting for Phase Type Distributions

  • Peter Buchholz
  • Jan Kriege
  • Iryna Felko
Chapter
Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Abstract

An important step when developing models that will be subject to a numerical or simulative analysis is the definition of input data for e.g. inter-event or service times which is denoted as input modeling. Usually, one has some observations measured in a real system, called trace, and tries to estimate (fit) the parameters of a distribution, such that the distribution captures characteristics of the given data. In this book we consider Markov processes as models for the data.

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Copyright information

© Peter Buchholz, Jan Kriege, Iryna Felko 2014

Authors and Affiliations

  • Peter Buchholz
    • 1
  • Jan Kriege
    • 1
  • Iryna Felko
    • 1
  1. 1.Department of Computer ScienceTechnical University of DortmundDortmundGermany

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