Abstract
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 language | English |
|---|---|
| Journal | Journal of Statistical Theory and Practice |
| Volume | 10 |
| Issue number | 1 |
| Pages (from-to) | 20-39 |
| ISSN | 1559-8608 |
| DOIs | |
| Publication status | Published - 2016 |
Keywords
- Semi-Markov chain
- Interval reliability
- Nonparametric estimation
- Asymptotic properties
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