| Phase-Type分布数据拟合方法综述 |
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| 引用本文： | 黄卓,潘晓,郭波.Phase-Type分布数据拟合方法综述[J].系统工程与电子技术,2008,30(11). |
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| 作者姓名： | 黄卓 潘晓 郭波 |
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| 作者单位： | 1. 国防科技大学信息系统与管理学院系统工程系,湖南,长沙,410073
2. 西昌卫星发射中心技术部,四川,西昌，615000 |
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| 摘 要： | Phase-Type(PH)分布具有良好的通用性和易于进行解析处理的特性,因此PH分布已经成为随机模型解析分析的重要工具.PH分布的数据拟合方法是应用PH分布的基础,分析了PH分布数据拟合的矩估计方法、极大似然估计方法及PH分布拟舍重尾分布数据方法的研究现状,并讨论了PH分布数据拟合方法进一步的研究方向.
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| 关 键 词： | PH分布 数据拟合 矩估计 极大似然估计 重尾分布 |
Overview of continuous Phase-Type distribution data fitting methods |
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| HUANG Zhuo,PAN Xiao,GUO Bo.Overview of continuous Phase-Type distribution data fitting methods[J].System Engineering and Electronics,2008,30(11). |
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| Authors: | HUANG Zhuo PAN Xiao GUO Bo |
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| Institution: | HUANG Zhuo1,PAN Xiao2,GUO Bo1 |
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| Abstract: | Phase-Type distributions have gained widespread attention in the area of stochastic modeling,two primary reasons being their denseness and algorithmic tractability.Approximating observation data by phase-type distributions is the first step of using Phase-Type distributions in analytical modeling.First,the status of PH distribution data fitting method is analyzed from three aspects: moment match,maximum likelihood estimation and heavy-tailed distribution data fitting method.Finally,the future development direction of PH distribution data fitting method is discussed. |
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| Keywords: | Phase-Type distribution data fitting moment match maximum likelihood estimation heavy-tailed distribution |
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