A Parameter Estimation Method of Shock Model Constructed with Phase-Type Distribution on the Condition of Interval Data
Joint Authors
Wang, Long
Li, Yue
Qian, Yanling
Luo, Xu
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-06-30
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
The phase-type distribution (also known as PH distribution) has mathematical properties of denseness and closure in calculation and is, therefore, widely used in shock model constructions describing occurrence time of a shock or its damage.
However, in the case of samples with only interval data, modeling with PH distribution will cause decoupling issues in parameter estimation.
Aiming at this problem, an approximate parameter estimation method based on building PH distribution with dynamic order is proposed.
Firstly, the shock model established by PH distribution and the likelihood function under samples with only interval data are briefly introduced.
Then, the principle and steps of the method are introduced in detail, and the derivation processes of some related formulas are also given.
Finally, the performance of the algorithm is illustrated by a case with three different types of distributions.
American Psychological Association (APA)
Wang, Long& Li, Yue& Qian, Yanling& Luo, Xu. 2020. A Parameter Estimation Method of Shock Model Constructed with Phase-Type Distribution on the Condition of Interval Data. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-14.
https://search.emarefa.net/detail/BIM-1193225
Modern Language Association (MLA)
Wang, Long…[et al.]. A Parameter Estimation Method of Shock Model Constructed with Phase-Type Distribution on the Condition of Interval Data. Mathematical Problems in Engineering No. 2020 (2020), pp.1-14.
https://search.emarefa.net/detail/BIM-1193225
American Medical Association (AMA)
Wang, Long& Li, Yue& Qian, Yanling& Luo, Xu. A Parameter Estimation Method of Shock Model Constructed with Phase-Type Distribution on the Condition of Interval Data. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-14.
https://search.emarefa.net/detail/BIM-1193225
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1193225