Abstract
An algorithm for the least square approximation of an empirical distribution function by a Coxian distribution function is developed. We derive a representation of the Cox distribution function in terms of divided differences of the exponential. The parameters of the distribution are subject to simple ordering constraints. We propose a variant of gradient minimization to solve the nonlinear programming problem and illustrate the method by a numerical example.
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© 1993 Springer-Verlag Berlin Heidelberg
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Kramer, M. (1993). Estimating Parameters of Cox Distributions. In: Walke, B., Spaniol, O. (eds) Messung, Modellierung und Bewertung von Rechen- und Kommunikationssystemen. Informatik aktuell. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-78495-8_9
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DOI: https://doi.org/10.1007/978-3-642-78495-8_9
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