Statistical Inference for Multi State Systems under the Generalized Modified Weibull Class
Keywords:Multi-state system, semi-Markov processes, H-class of distributions, Modified Weibull distribution, parameter estimation
Multi state systems can be seen as semi-Markov processes by considering an arbitrary distribution function for sojourn times. Especially, in this work, the Modified Weibull distribution is employed to be the distribution of sojourn times with a shape parameter λ such that is member of a distributions family that is closed under minima. Parameters estimators are provided and the proposed methodology is evaluated using a detailed simulation procedure.
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