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Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
372 Current Trends in Bayesian Methodology with Applications
time to failure can be characterized by the cumulative distribution function
F (·) or the hazard function h(·). By analogy, if X
n
is the sojourn time in
state J
n1
= i before going to state J
n
= j, then we can characterize the
distribution o f X
n
by F
ij
or equivalently by the conditional hazard function,
h
ij
(·), for each i 6= j S, defined for s 0 as:
h
ij
(s)
.
= lim
s0
1
s
P (s X
n
< s + s|J
n1
= i, J
n
= j, X
n
s).
Hence we can alternatively characterize the semi-Markov process by (φ, P, h).
Finally we note the relationship between the two processes under consider-
ation. In a semi-Markov proces s ...
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Publisher Resources

ISBN: 9781482235128