147 research outputs found
Multivariate matrix-exponential distributions
We review what is currently known about one-dimensional distributions on
the non-negative reals with rational Laplace transform, also known as
matrix-exponential distributions. In particular we discuss a flow
interpreation which enables one to mimic certain probabilisticly
inspired arguments which are known from the theory of phase-type distributions.
We then move on to present ongoing research for higher dimensions.
We discuss a characterization result, some closure properties, and
a number of examples. Finally we present open problems and future
perspectives
On the construction of bivariate exponential distributions with an arbitrary correlation coefficient
Distribution Fitting for Very Large Railway Delay Data Sets with Discrete Values
Modern railway signal systems allow the collection of very large data sets (more than a thousand values). These data sets are often rounded by the signal technology, so that the values are effectively discrete. This paper reviews other literature on fitting distributions to large data sets, and then shares the experience of distribution fitting to a large data set from the Danish railways
Distribution Fitting for Very Large Railway Delay Data Sets with Discrete Values
Modern railway signal systems allow the collection of very large data sets (more than a thousand values). These data sets are often rounded by the signal technology, so that the values are effectively discrete. This paper reviews other literature on fitting distributions to large data sets, and then shares the experience of distribution fitting to a large data set from the Danish railways.Modern railway signal systems allow the collection of very large data sets (more than a thousand values). These data sets are often rounded by the signal technology, so that the values are effectively discrete. This paper reviews other literature on fitting distributions to large data sets, and then shares the experience of distribution fitting to a large data set from the Danish railways
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