Comparison of two nonparametric estimators for reliability of discrete-time semi-Markov systems based on multiple independent observations

Stylianos Georgiadis, Nikolaos Limnios

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Abstract

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.
Original languageEnglish
Title of host publicationProceedings of the international conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation (S2MRSA 2012)
Publication date2012
Pages98-102
Publication statusPublished - 2012
Externally publishedYes
EventInternational Conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation - University of Bordeaux, Bordeaux, France
Duration: 4 Jul 20126 Jul 2012

Conference

ConferenceInternational Conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation
LocationUniversity of Bordeaux
CountryFrance
CityBordeaux
Period04/07/201206/07/2012

Cite this

Georgiadis, S., & Limnios, N. (2012). Comparison of two nonparametric estimators for reliability of discrete-time semi-Markov systems based on multiple independent observations. In Proceedings of the international conference on Statistical Models and Methods for Reliability and Survival Analysis and Their Validation (S2MRSA 2012) (pp. 98-102)