کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10525191 | 957926 | 2005 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, problems of nonparametric statistical inference for reliability/survival, availability and failure rate functions of continuous-time Markov processes are discussed. We assume the state space to be finite. We shall discuss some results on the maximum likelihood estimator of generators for continuous-time Markov processes. The asymptotic properties of this estimator have been discussed and we present the extension of these results by obtaining the asymptotic properties for the estimators of transition matrix and of reliability/survival, availability and failure rate functions for a continuous-time Markov process. The confidence intervals for the proposed estimators are given. Finally we give a numerical example to illustrate the results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 133, Issue 1, 1 July 2005, Pages 1-21
Journal: Journal of Statistical Planning and Inference - Volume 133, Issue 1, 1 July 2005, Pages 1-21
نویسندگان
Amr Sadek, Nikolaos Limnios,