Semi-Markov Modelling for Multi-State Systems

被引：18
|
作者：
Barbu, Vlad Stefan [1 ]
Karagrigoriou, Alex [2 ]
Makrides, Andreas [3 ]
机构：
[1] Univ Rouen, UMR 6085, Lab Math Raphael Salem, Ave Univ,BP 12, F-76801 St Etienne Du Rouvray, France
[2] Univ Aegean, Dept Math, Samos, Greece
[3] Univ Cyprus, Dept Math & Stat, Nicosia, Cyprus
来源：
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2017年 / 19卷 / 04期
关键词：
Multi-state system; Reliability theory; Survival analysis; Reliability indicators; Semi-Markov processes; Parameter estimation;
D O I：
10.1007/s11009-016-9510-y
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
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.
引用
收藏
页码：1011 / 1028
页数：18
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