EM algorithm for bivariate phase distributions

Abstract

In this paper, we descibe the general construction of multivariate phase-type distributions of discret or continuous type and study their commun distributions and densities on lower dimensional subspaces. Finally, we adopt the known EM algorithm for approximating bivariate phase distributions to a set of two-dimensional observations.

Cite this paper

@inproceedings{Eisele2005EMAF, title={EM algorithm for bivariate phase distributions}, author={K L Eisele}, year={2005} }