Papers and programs for downloading

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:   EMpht.c   PHplot.m

Material related to my Monte Carlo course:
Olof Thorisdottirs Matlab programs
Exercise solutions collected in "Examples in Monte Carlo Simulation"
If you want to download any of these, please contact me personally.