Σεμινάριο: "A new framework of semi-Markov processes for parameter estimation and Reliability Analysis"
ΚΥΚΛΟΣ ΣΕΜΙΝΑΡΙΩΝ ΣΤΑΤΙΣΤΙΚΗΣ ΝΟΕΜΒΡΙΟΣ 2021
Ομιλητής: Andreas Makrides, Lab of Statistics and Data Analysis (LabSTADA), Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean
A new framework of semi-Markov processes for parameter estimation and Reliability Analysis
Semi-Markov processes are typical tools for modeling multi state systems by allowing several distributions for sojourn times. In this work, the sojourn times are considered to follow the Kumaraswamy distribution with two shape parameters which belongs to a general class of distributions with the advantage that is closed under minima. We provide estimators for the parameters of interest and we evaluate our methodology using an exhaustive simulation study.
Keywords: Multi-state system, Semi-Markov processes, Kumaraswamy distribution, Beta distribution, Reliability analysis, Parameter estimation.
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