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A Parameter Estimation Method of Shock Model Constructed with Phase-Type Distribution on the Condition of Interval Data
Mathematical Problems in Engineering ( IF 1.430 ) Pub Date : 2020-06-30 , DOI: 10.1155/2020/1424105
Long Wang 1 , Yue Li 1 , Yanling Qian 1 , Xu Luo 1
Affiliation  

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.

中文翻译:

区间数据条件下相型分布的激波模型的参数估计方法

相型分布(也称为PH分布)在计算中具有密度和闭合性的数学特性,因此被广泛用于描述冲击或其损坏的发生时间的冲击模型构造中。但是,对于仅具有间隔数据的样本,使用PH分布进行建模会导致参数估计中出现解耦问题。针对该问题,提出了一种基于建立动态顺序PH分布的近似参数估计方法。首先简要介绍了通过PH分布建立的冲击模型和仅具有区间数据的样本下的似然函数。然后,详细介绍了该方法的原理和步骤,并给出了一些相关公式的推导过程。最后,
更新日期:2020-06-30
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