Probabilistic Models and Statistical Inference, p. 167-179
DOI: 10.1002/9781118701881.ch12
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In this chapter, we present the empirical estimation of some reliability measures, such as the rate of occurrence of failures and the steady-state availability, for a discrete-time semi-Markov system. The probability of first occurred failure is introduced and estimated. A numerical application is given to illustrate the strong consistency of these estimators.