Products between phase-type distributed random variables and any independent, positive continuous variable are studied. Their asymptotic properties established, an expectation-maximization algorithm for their effective statistical inference is derived implemented using real-world datasets. In contrast to discrete scaling studied in earlier literature, the present case closed-form formulas vario...

Scaled experimentation is an important experimental approach but known to be limited by scale effects, which have the undesirable effect of changing behaviour a system with scale. Such behavioural changes can on occasions so marked as make scaled experiment almost worthless. Until very recently, there has been no universal solution this problem most experiments founded dimensional analysis and ...

The family of location and scale mixtures of Gaussians has the ability to generate a number of flexible distributional forms. The family nests as particular cases several important asymmetric distributions like the Generalised Hyperbolic distribution. The Generalised Hyperbolic distribution in turn nests many other well known distributions such as the Normal Inverse Gaussian. In a multivariate ...