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
  • [21] On moments of discrete phase-type distributions
    Dayar, T
    [J]. FORMAL TECHNIQUES FOR COMPUTER SYSTEMS AND BUSINESS PROCESSES, PROCEEDINGS, 2005, 3670 : 51 - 63
  • [22] Phase-type distributions in population genetics
    Hobolth, Asger
    Siri-Jegousse, Arno
    Bladt, Mogens
    [J]. THEORETICAL POPULATION BIOLOGY, 2019, 127 : 16 - 32
  • [23] A CLOSURE CHARACTERIZATION OF PHASE-TYPE DISTRIBUTIONS
    MAIER, RS
    OCINNEIDE, CA
    [J]. JOURNAL OF APPLIED PROBABILITY, 1992, 29 (01) : 92 - 103
  • [24] Approximation of discrete phase-type distributions
    Isensee, C
    Horton, G
    [J]. 38th Annual Simulation Symposium, Proceedings, 2005, : 99 - 106
  • [25] Modelling healthcare systems with phase-type distributions
    Fackrell, Mark
    [J]. HEALTH CARE MANAGEMENT SCIENCE, 2009, 12 (01) : 11 - 26
  • [26] Reliability assessment for discrete time shock models via phase-type distributions
    Eryilmaz, Serkan
    Kan, Cihangir
    [J]. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2021, 37 (03) : 513 - 524
  • [27] Stochastic shock models for degrading infrastructure systems via Phase-Type distributions
    Riascos-Ochoa, J.
    Sanchez-Silva, M.
    Akhavan-Tabatabaei, Raha
    [J]. SAFETY, RELIABILITY AND RISK ANALYSIS: BEYOND THE HORIZON, 2014, : 1147 - 1155
  • [28] Shock and wear models under policy N using phase-type distributions
    Montoro-Cazorla, Delia
    Perez-Ocon, Rafael
    Segovia, M. Carmen
    [J]. APPLIED MATHEMATICAL MODELLING, 2009, 33 (01) : 543 - 554
  • [29] Extreme behavior of multivariate phase-type distributions
    Asimit, Alexandru V.
    Jones, Bruce L.
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2007, 41 (02): : 223 - 233
  • [30] Modelling healthcare systems with phase-type distributions
    Mark Fackrell
    [J]. Health Care Management Science, 2009, 12 : 11 - 26