We consider a discrete-time semi-Markov system, with a finite state space. The empirical and the exact maximum likelihood estimator for the semi-Markov kernel are given in the case of multiple parallel observations of the same process. Afterwards, we describe a reliability model described by a discrete-time semi-Markov process and we derive basic reliability measures, such as reliability, availability, failure rates and mean hitting times. Finally, we present a comparison between empirical and exact maximum likelihood estimators for these measures through a numerical application.
|Title of host publication||Proceedings of the international conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation (S2MRSA 2012)|
|Publication status||Published - 2012|
|Event||International Conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation - University of Bordeaux, Bordeaux, France|
Duration: 4 Jul 2012 → 6 Jul 2012
|Conference||International Conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation|
|Location||University of Bordeaux|
|Period||04/07/2012 → 06/07/2012|