PH FITTING ALGORITHM AND ITS APPLICATION TO RELIABILITY ENGINEERING
PH FITTING ALGORITHM AND ITS APPLICATION TO RELIABILITY ENGINEERING
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DOI：
10.15807/jorsj.59.72
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发表时间：
2016
影响因子：
--
通讯作者：
H. Okamura;T. Dohi
中科院分区：
文献类型：
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作者：
H. Okamura;T. Dohi
本文介绍了相型（pH）分布的参数估计。 pH分布广泛用于基于模型的性能评估，例如可靠性和排队系统，并通过吸收连续的马尔可夫链（CTMC）违背。由于CTMC可以通过用pH分布替换一般分布来近似非马克维亚模型，因此参数估计是随机建模中的一个具有挑战性的问题。我们专注于统计推断算法，不仅估计具有分组，截断和缺失数据的pH分布的参数，而且还估算了概率密度函数，并给出了两个在可靠性工程中的pH拟合示例。
This article presents parameter estimation of phase-type (PH) distribution. PH distribution is widely used in model-based performance evaluation such as reliability and queueing system, and is defied by an absorbing continuous-time Markov chain (CTMC). Since non-Markovian model can be approximated by a CTMC by replacing general distributions with PH distributions, the parameter estimation is a challenging issue in stochastic modeling. We focus on the statistical inference algorithms to estimate not only the parameters of PH distribution with grouped, truncated and missing data but also the probability density function, and give two examples of PH fitting in reliability engineering.