Wu, Shaomin, Wang, Guanjun (2018) The semi-geometric process and some properties. IMA Journal of Management Mathematics, 29 (2). pp. 229-245. ISSN 1471-678X. E-ISSN 1471-6798. (doi:10.1093/imaman/dpx002) (KAR id:61061)
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Official URL: https://doi.org/10.1093/imaman/dpx002 |
Abstract
The geometric process has been widely applied in reliability engineering and other areas since its introduction. One of its assumptions is that the times between occurrences of events are independent. This assumption is rather restrictive and can limit its application in the real world. This paper extends the geometric process to a new process, which we call the semi-geometric process, by relaxing this assumption. Some probabilistic properties of the process are derived and parameter estimation is described. A numerical example, based on a real-world dataset, is used to illustrate the model and validate the estimation methodology.
Item Type: | Article |
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DOI/Identification number: | 10.1093/imaman/dpx002 |
Uncontrolled keywords: | Geometric process, copula, stochastic process, maximum likelihood, maintenance |
Subjects: | H Social Sciences > HA Statistics > HA33 Management Science |
Divisions: | Divisions > Kent Business School - Division > Department of Analytics, Operations and Systems |
Funders: | [UNSPECIFIED] Smart Data Analytics for Business and Local Government |
Depositing User: | Shaomin Wu |
Date Deposited: | 28 Mar 2017 11:08 UTC |
Last Modified: | 08 Oct 2021 12:09 UTC |
Resource URI: | https://kar.kent.ac.uk/id/eprint/61061 (The current URI for this page, for reference purposes) |
Wu, Shaomin: | ![]() |
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