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Variational Bayes for Phase-Type Distribution
Communications in Statistics - Simulation and Computation, 2014This article develops an algorithm for estimating parameters of general phase-type (PH) distribution based on Bayes estimation. The idea of Bayes estimation is to regard parameters as random variables, and the posterior distribution of parameters which is updated by the likelihood function provides estimators of parameters.
Hiroyuki Okamura +2 more
openaire +2 more sources
Operations Research Letters, 2020 Phase-type distribution allows approximation of non-Markovian models, which permits to analyze complex systems under Markovian deterioration. In addition, reliability data is often composed of truncated and censored observations.
Stéphane R. A. Barde +2 more
semanticscholar +2 more sources
On inferring the number of phases in a coxian phase-type distribution
Communications in Statistics. Stochastic Models, 1998Summary: Coxian phase-type distributions of increasing order were fitted to simulated exponential data by maximum likelihood, and the distributions of the resulting likelihood ratio statistic considered. These distributions resembled mixed chi-squared distributions with mixing probabilities related to parameter redundancies apparent from the estimates ...
M. Faddy
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2017
The class of distributions on [0, ∞) having a rational Laplace transform (i.e., a Laplace transform that is the fraction between two polynomials) will, for reasons that will become apparent in the next chapter, be referred to as matrix-exponential distributions.
Mogens Bladt, Bo Friis Nielsen
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The class of distributions on [0, ∞) having a rational Laplace transform (i.e., a Laplace transform that is the fraction between two polynomials) will, for reasons that will become apparent in the next chapter, be referred to as matrix-exponential distributions.
Mogens Bladt, Bo Friis Nielsen
openaire +2 more sources
A Note on Characterizing Service Interruptions with Phase-Type Distribution
, 2013 In this article, we model an interrupted service scheme that has applications in practice using phase-type distribution. Services are subject to interruptions that occur according to a Poisson process.
Achyutha Krishnamoorthy +2 more
semanticscholar +2 more sources
Modelling healthcare systems with phase-type distributions
Health Care Management Science, 2008 Phase-type distributions constitute a very versatile class of distributions. They have been used in a wide range of stochastic modelling applications in areas as diverse as telecommunications, finance, biostatistics, queueing theory, drug kinetics, and survival analysis.
Mark Fackrell
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Quality Technology & Quantitative Management, 2022
In this paper, we introduce the concept of a series system with two components and three shock sources considering degradation to build a reliability model. Sources 1 and 2 affect components 1 and 2, respectively. Source 3 covers both components.
H-Y. Lyu +4 more
semanticscholar +1 more source
In this paper, we introduce the concept of a series system with two components and three shock sources considering degradation to build a reliability model. Sources 1 and 2 affect components 1 and 2, respectively. Source 3 covers both components.
H-Y. Lyu +4 more
semanticscholar +1 more source
Quality Engineering, 2022
In this article, a reliability model for the multi-component system subject to dependent competing failure processes considering multiple shock sources is presented.
H-Y. Lyu +4 more
semanticscholar +1 more source
In this article, a reliability model for the multi-component system subject to dependent competing failure processes considering multiple shock sources is presented.
H-Y. Lyu +4 more
semanticscholar +1 more source
Quality and Reliability Engineering International, 2022
For a system affected by multiple shock sources, the system usually experiences not only one failure process. This paper develops a reliability model for systems with multi‐shock sources subject to dependent competing failure processes (DCFPs).
H-Y. Lyu +4 more
semanticscholar +1 more source
For a system affected by multiple shock sources, the system usually experiences not only one failure process. This paper develops a reliability model for systems with multi‐shock sources subject to dependent competing failure processes (DCFPs).
H-Y. Lyu +4 more
semanticscholar +1 more source