Phase-type distributions for failure times

Faddy M.J. (1995) Phase-type distributions for failure times. Mathematical and Computer Modelling, 22 10-12: 63-70. doi:10.1016/0895-7177(95)00181-Z


Author Faddy M.J.
Title Phase-type distributions for failure times
Journal name Mathematical and Computer Modelling   Check publisher's open access policy
ISSN 0895-7177
Publication date 1995-01-01
Sub-type Article (original research)
DOI 10.1016/0895-7177(95)00181-Z
Open Access Status DOI
Volume 22
Issue 10-12
Start page 63
End page 70
Total pages 8
Language eng
Subject 1706 Computer Science Applications
2611 Modelling and Simulation
Abstract Phase-type distributions describe the random time taken for a Markov process to reach an absorbing state. In the context of component failure, sequential movement through the transient states (phases) of such a system could describe the ageing process with movement out of these states (absorption) corresponding to failure. Thus, the lifetime of a component is the absorption time and the probability distribution of these times can be written in terms of the solution of a system of differential equations for which there are many convenient computational algorithms. A variety of different distributions is possible by varying the parameters of the process and hazard rates of various shapes can be constructed, allowing different patterns of variation in observed data to be modelled. These distributions are applied to some industrial data-sets and further features of the processes discussed.
Keyword Absorption times
Markov processes
Phase-type probability distributions
Renewal processes
Sequential transitions
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import - Archived
 
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