Comparison of phase-type distributions with mixed and additive Weibull models

被引:0
|
作者
Segovia, M. C. [1 ]
Soares, C. Guedes [2 ]
机构
[1] Univ Granada, Fac Ciencias, Granada, Spain
[2] Univ Tecn Lisboa, Inst Super Tecn, CENTEC, Lisbon, Portugal
关键词
MIXTURE;
D O I
暂无
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
The parametric estimation is performed for two models based on the Weibull distribution: the mixture of Weibull distributions and the additive Weibull model. The estimation is carried out by a method which use the Kolmogorov-Smirnov distance as the objective. Phase-type distributions are introduced and a comparison is made between the fitted Weibull models and the phase-type fit to various sets of life data.
引用
收藏
页码:881 / +
页数:2
相关论文
共 50 条
  • [1] DEPENDENT RISK MODELS WITH BIVARIATE PHASE-TYPE DISTRIBUTIONS
    Badescu, Andrei L.
    Cheung, Eric C. K.
    Landriault, David
    [J]. JOURNAL OF APPLIED PROBABILITY, 2009, 46 (01) : 113 - 131
  • [2] Shock and wear models:: The case of phase-type distributions
    Montoro-Cazorla, D.
    Perez-Ocon, R.
    Segovia, M. C.
    [J]. SAFETY AND RELIABILITY FOR MANAGING RISK, VOLS 1-3, 2006, : 1681 - +
  • [3] MULTIVARIATE PHASE-TYPE DISTRIBUTIONS
    ASSAF, D
    LANGBERG, NA
    SAVITS, TH
    SHAKED, M
    [J]. OPERATIONS RESEARCH, 1984, 32 (03) : 688 - 702
  • [4] THE USE OF PHASE-TYPE DISTRIBUTIONS IN INVENTORY-CONTROL MODELS
    ZIPKIN, P
    [J]. NAVAL RESEARCH LOGISTICS, 1988, 35 (02) : 247 - 257
  • [5] Association of multivariate phase-type distributions, with applications to shock models
    Li, HJ
    [J]. STATISTICS & PROBABILITY LETTERS, 2003, 64 (04) : 381 - 392
  • [6] BILATERAL PHASE-TYPE DISTRIBUTIONS
    SHANTHIKUMAR, JG
    [J]. NAVAL RESEARCH LOGISTICS, 1985, 32 (01) : 119 - 136
  • [7] Semi-Markov Models with Phase-Type Sojourn Distributions
    Titman, Andrew C.
    Sharples, Linda D.
    [J]. BIOMETRICS, 2010, 66 (03) : 742 - 752
  • [8] PHASE: A Stochastic Formalism for Phase-Type Distributions
    Ciobanu, Gabriel
    Rotaru, Armand Stefan
    [J]. FORMAL METHODS AND SOFTWARE ENGINEERING, ICFEM 2014, 2014, 8829 : 91 - 106
  • [9] PRESERVATION OF PHASE-TYPE DISTRIBUTIONS UNDER POISSON SHOCK-MODELS
    MANOHARAN, M
    SINGH, H
    MISRA, N
    [J]. ADVANCES IN APPLIED PROBABILITY, 1992, 24 (01) : 223 - 225
  • [10] THE ALGEBRAIC DEGREE OF PHASE-TYPE DISTRIBUTIONS
    Fackrell, Mark
    He, Qi-Ming
    Taylor, Peter
    Zhang, Hanqin
    [J]. JOURNAL OF APPLIED PROBABILITY, 2010, 47 (03) : 611 - 629