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- Title
The semi-geometric process and some properties.
- Authors
SHAOMIN WU; GUANJUN WANG
- 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 data set, is used to illustrate the model and validate the estimation methodology.
- Subjects
ESTIMATION theory; GEOMETRIC analysis; RELIABILITY in engineering; STOCHASTIC processes; MAXIMUM likelihood statistics
- Publication
IMA Journal of Management Mathematics, 2018, Vol 29, Issue 2, p229
- ISSN
1471-678X
- Publication type
Article
- DOI
10.1093/imaman/dpx002