Displaying similar documents to “The likelihood ratio test for the number of components in a mixture with Markov regime”

Statistical Modelling: Application to the financial sector

Cláudia Roçadas, Teresa A. Oliveira, João T. Mexia (2011)

Discussiones Mathematicae Probability and Statistics

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Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements...

An estimation method for the reliability of "consecutive-k-out-of-n system"

Ksir, Brahim (2012)

Serdica Mathematical Journal

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2010 Mathematics Subject Classification: 60K10, 60K20, 60J10, 60J20, 62G02, 62G05, 68M15, 62N05, 68M15. This paper is concerned with consecutive-k-out-of-n system in which all the components have the same q lifetime probability, so, it's possible to estimate q from a sample by using the maximum likelihood principle. In the reliability formula of the consecutive-k-out-of-n system appears the term q^k. The goal in this work is to propose a direct estimation of q^k to avoid...

Bottom-up modeling of domestic appliances with Markov chains and semi-Markov processes

Rajmund Drenyovszki, Lóránt Kovács, Kálmán Tornai, András Oláh, István Pintér (2017)

Kybernetika

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In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore,...

Single-use reliability computation of a semi-Markovian system

Guglielmo D'Amico (2014)

Applications of Mathematics

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Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation...