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Comparison of two nonparametric estimators for reliability of discrete-time semi-Markov systems based on multiple independent observations

Journal article published in 2012 by Stylianos Georgiadis ORCID, Nikolaos Limnios
This paper is available in a repository.
This paper is available in a repository.

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Preprint: policy unknown
Question mark in circle
Postprint: policy unknown
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Abstract

We consider a discrete-time semi-Markov system, with a finite state space. The empirical and the exact maximum likelihood estimator for the semi-Markov kernel are given in the case of multiple parallel observations of the same process. Afterwards, we describe a reliability model described by a discrete-time semi-Markov process and we derive basic reliability measures, such as reliability, availability, failure rates and mean hitting times. Finally, we present a comparison between empirical and exact maximum likelihood estimators for these measures through a numerical application.