Phase-Type distributions: computational aspects andapplications in electronics

• Ruiz Castro, Juan Eloy ^[1] ; Acal González, Christian J. ^[1] ; Aguilera del Pino, Ana María ^[1]
  1. [1] Universidad de Granada

     Universidad de Granada

     Granada, España

     
• Localización: BEIO, Boletín de Estadística e Investigación Operativa, ISSN 1889-3805, Vol. 37, Nº. 1, 2021, págs. 3-18
• Idioma: inglés
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• Resumen

  • Reliability is an area of statistics that analyzes the behaviour of sys-tems subject to failures where probability plays a fundamental role inmodeling, solving and optimization problems. It is usual to develop me-thodologies that allow a detailed study through classic distributions. Animportant aspect is the estimation of the parameters. A class of non-negative distributions, called phase-type distributions, makes it possibleto model complex problems with well-structured results, thanks to itsmatrix-algebraic form. The computational aspects of the estimation inthis field, through statistical programmes or applications such as R, Mat-lab or EMpht, are revised and applied to a real data set from RRAMmemories in order to prove that this approach is better than the classicstatistical analysis employed in this area.