多状态系统的半马尔可夫建模与推理

2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO) Pub Date : 2016-02-15 DOI:10.1109/SMRLO.2016.20

V. Barbu, A. Karagrigoriou, A. Makrides

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引用次数: 3

摘要

在这项工作中，我们关注的是我们用半马尔可夫过程建模的多状态系统。逗留时间被视为独立的非同分布随机变量，并被认为属于一类一般的分布，其中包括几种流行的可靠性分布，如指数分布、威布尔分布和帕累托分布。我们得到感兴趣的参数的极大似然估计量和与所研究的系统有关的各种量。

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On Semi-Markov Modelling and Inference for Multi-state Systems

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.

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2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)

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