Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

Stylianos Georgiadis, Nikolaos Limnios

Research output: Contribution to journalJournal articleResearchpeer-review


In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval reliability, and the asymptotic properties of the strong consistency and the asymptotic normality for this estimator are proved. A numerical application concerning a four-state semi-Markov system is also presented.
Original languageEnglish
JournalJournal of Statistical Theory and Practice
Issue number1
Pages (from-to)20-39
Publication statusPublished - 2016


  • Semi-Markov chain
  • Interval reliability
  • Nonparametric estimation
  • Asymptotic properties


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