A parameter estimation method of shock model constructed with phase-type distribution on the condition of interval data
type: Item
instance of: scholarly article
title: A parameter estimation method of shock model constructed with phase-type distribution on the condition of interval data
zbMATH Open document ID: 1459.62196
DOI: 10.1155/2020/1424105
author: D. Kharzeev
published in: Mathematical Problems in Engineering
publication date: 2020-07-23T00:00:00Z
review text: Summary: 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.
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 7224342
describes a project that uses: EMpht
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2020/1424105
OpenAlex ID: W3039386396
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description: scientific article; zbMATH DE number 7224342