Details

Autor(en) / Beteiligte

• Georgiadis, Stylianos
• Limnios, Nikolaos

Titel

Nonparametric estimation of interval reliability for discrete-time semi-Markov systems

Ist Teil von

• Journal of statistical theory and practice, 2016-01, Vol.10 (1), p.20-39

Ort / Verlag

Cham: Taylor & Francis

Erscheinungsjahr

2016

Link zum Volltext

Quelle

SpringerLink (Online service)

Beschreibungen/Notizen

• In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval reliability, and the asymptotic properties of the strong consistency and the asymptotic normality for this estimator are proved. A numerical application concerning a four-state semi-Markov system is also presented.