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2018 | OriginalPaper | Buchkapitel

Modeling and Inference for Multi-state Systems

verfasst von : Vlad Stefan Barbu, Alex Karagrigoriou

Erschienen in: Recent Advances in Multi-state Systems Reliability

Verlag: Springer International Publishing

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Abstract

In this work we are focused on multi-state systems modeled by means of a special type of semi-Markov processes. The sojourn times are seen to be independent not necessarily identically distributed random variables and assumed to belong to a general class of distributions closed under extrema that includes, in addition to some discrete distributions, several typical reliability distributions like the exponential, Weibull, and Pareto. A special parametrization is proposed for the parameters describing the system, taking thus into account various types of dependencies of the parameters on the the states of the system. We obtain maximum likelihood estimators of the parameters and plug-in type estimators are furnished for the basic quantities describing the semi-Markov system under study.

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Metadaten
Titel
Modeling and Inference for Multi-state Systems
verfasst von
Vlad Stefan Barbu
Alex Karagrigoriou
Copyright-Jahr
2018
DOI
https://doi.org/10.1007/978-3-319-63423-4_4

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