| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 719364 | IFAC Proceedings Volumes | 2009 | 6 Pages |
Abstract
In this paper, we study the approximation of a given probability distribution function by the generalized Erlang distribution (GED), which is a Phase-type Distribution (PH-D). In the method of moment we search equating the moments of a given probability distribution function and the moments of the GED which will approximate it. We will show conditions under which the approximation is feasible and will present a mathematical programming approach when the method of equating moments fails. The performance of this method is illustrated by numerical examples.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Salah E. Elmagrhraby, Rachid Benmansour, Abdelhakim Artiba, Hamid Allaoui,