Semi-Markov Modelling for Multi-State Systems
Ημερομηνία
2016ISSN
1387-5841Source
Methodology and Computing in Applied ProbabilityPages
1-18Google Scholar check
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Εμφάνιση πλήρους εγγραφήςΕπιτομή
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. © 2016 Springer Science+Business Media New York