Most recent preprints are available from The Thiele Center
EMpht is a program for fitting
phase-type distributions to data or parametric distributions. The method
is described in S. Asmussen, O. Nerman & M. Olsson, Fitting phase-type
distribution via the EM algorithm, Scand. J. Statist. 23, 419-441
(1996). You must download three files:
EMusersguide.ps EMpht.c PHplot.m
Material related to my Monte Carlo course:
Olof Thorisdottirs Matlab programs MC_Olof.zip
Exercise solutions collected in "Examples in Monte Carlo Simulation"
If you want to download any of these, please contact me personally.