Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes (Q556428)
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scientific article; zbMATH DE number 2175366
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| English | Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes |
scientific article; zbMATH DE number 2175366 |
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Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes (English)
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13 June 2005
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The maximum likelihood estimator of the infinitesimal generator for a finite state continuous time Markov processes is indicated and its asymptotics discussed. Extension of these results leads to asymptotics for the estimators of the transition matrix and of reliability/survival, availability and failure rate functions. Confidence intervals for the proposed estimators are given. A numerical example illustrates the results.
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Markov process
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infinitesimal generator
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phase distribution
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reliability
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survival function
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failure rate
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0.8453741073608398
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0.8452820181846619
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0.8376360535621643
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0.8247591853141785
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