Reliabilities for feedback systems and their saddlepoint approximation.

DOI10.1214/ss/1009212818zbMath1127.60314OpenAlexW1508919611MaRDI QIDQ1431186

Ronald W. Butler

Publication date: 27 May 2004

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1009212818

zbMATH Keywords

reliabilitysaddlepoint approximationfeedbackflowgraphsFailure ratesemi-Markov systems

Mathematics Subject Classification ID

Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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• Bayesian prediction of waiting times in stochastic models
• Tail Probability Approximations
• Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
• Markov Renewal Processes with Finitely Many States
• Saddlepoint Approximations in Statistics

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