The Conditional Phase-type distribution: Graphical Models for Continuous Non-Normal Data: The Conditional Phase-type (C-Ph) distribution:

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Abstract

Conditional Gaussian (CG) distributions allow the inclusion of both discrete and continuous variables in a model assuming that the continuous variable is normally distributed. However, the CG distributions have proved to be unsuitable for survival data which tends to be highly skewed. A new method of analysis is required to take into account continuous variables which are not normally distributed. The aim of this paper is to introduce the more appropriate conditional phase-type (C-Ph) distribution for representing a continuous non-normal variable while also incorporating the causal information in the form of a Bayesian network.
Original languageEnglish
JournalAnnals of Statistics
Publication statusAccepted - 2013

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