On semi-markov modelling and inference for multi-state systems
AuthorBarbu, Vlad Stefan
PublisherInstitute of Electrical and Electronics Engineers Inc.
SourceProceedings - 2nd International Symposium on Stochastic Models in Reliability Engineering, Life Science, and Operations Management, SMRLO 2016
2nd International Symposium on Stochastic Models in Reliability Engineering, Life Science, and Operations Management, SMRLO 2016
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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. © 2016 IEEE.
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