Estimating tail probabilities of random sums of infinite mixtures of phase-type distributions.

Hui Yao Leonardo Rojas-Nandayapa Thomas Taimre

Published in: WSC (2016)

Keyphrases

heavy tailed
probability distribution
generalized gaussian
random variables
heavy tailed distributions
decision trees
rigid body
mixture distribution
genetic algorithm
learning algorithm
probabilistic model
transition probabilities
power law
preprocessing phase