Semi-Markov Modelling for Multi-State Systems

被引：0
作者：
Vlad Stefan Barbu
Alex Karagrigoriou
Andreas Makrides
机构：
[1] Université de Rouen,Laboratoire de Mathématiques Raphaël Salem, UMR 6085
[2] University of the Aegean,Department of Mathematics
[3] University of Cyprus,Department of Mathematics and Statistics
来源：
Methodology and Computing in Applied Probability | 2017年 / 19卷
关键词：
Multi-state system; Reliability theory; Survival analysis; Reliability indicators; Semi-Markov processes; Parameter estimation; 60K15; 90B25; 62N02; 62F12;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general class of distributions that includes several popular reliability distributions like the exponential, Weibull, and Pareto. We obtain maximum likelihood estimators of the parameters of interest and investigate their asymptotic properties. Plug-in type estimators are furnished for various quantities related to the system under study.
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页码：1011 / 1028
页数：17
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