On Semi-Markov Modelling and Inference for Multi-State Systems

被引：2
|
作者：
Barbu, Vlad Stefan [1 ]
Karagrigoriou, Alex [2 ]
Makrides, Andreas [3 ]
机构：
[1] Univ Rouen, Lab Math Raphael Salem, St Etienne, France
[2] Univ Aegean, Dept Math, Samos, Greece
[3] Univ Cyprus, Dept Math & Stat, Nicosia, Cyprus
来源：
2016 SECOND INTERNATIONAL SYMPOSIUM ON STOCHASTIC MODELS IN RELIABILITY ENGINEERING, LIFE SCIENCE AND OPERATIONS MANAGEMENT (SMRLO) | 2016年
关键词：
multi-state system; reliability theory; survival analysis; reliability indicators; semi-Markov processes; parameter estimation;
D O I：
10.1109/SMRLO.2016.20
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
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 for various quantities related to the system under study.
引用
收藏
页码：56 / 60
页数：5
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