Statistical Inference for Multi-state Systems: The Weibull Case

Markov processes are widely used for reliability analysis because the number of failures in arbitrary time intervals in many practical cases can be described as a Poisson process and the time up to the failure and repair time are often exponentially distributed. In this work we focus on the estimation of both the intensity rates and transition probabilities via output performance observations using as an alternative distribution, the well known Weibull distribution.