Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence

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Phase-type distribution allows approximation of non-Markovian models, which permits to analyze complex systems under Markovian deterioration. In addition, reliability data is often composed of truncated and censored observations. This paper presents a novel approach that fits a restricted class of discrete phase-type distribution through pre-specified hazard sequence from incomplete observations. Numerical results are shown using Balakrishnan's mimicked power transformers dataset. Furthermore, it can be used to fit transition probabilities of maintenance optimization's Markov decision process models from incomplete reliability data.
Publisher
ELSEVIER
Issue Date
2020-03
Language
English
Article Type
Article
Citation

OPERATIONS RESEARCH LETTERS, v.48, no.3, pp.233 - 239

ISSN
0167-6377
DOI
10.1016/j.orl.2020.02.009
URI
http://hdl.handle.net/10203/274442
Appears in Collection
IE-Journal Papers(저널논문)
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