天梯模型和风险率有上界的寿命分布类

Life Distribution Classes with Markov Structures

本文介绍的天梯模型是一种广泛的寿命分布模型。利用此模型在总结现有分布类基础上引伸出一个风险率有上界的寿命分布类。新分布类是有理LS变换分布类和位相型分布类的真推广,且更具优良的封闭性质。此外,新分布类可看作一类非齐次Markov链的首通时间分布,因此它与随机模型理论有着密切的联系。

In this paper,we introduce a model of climbing the ladder to Tao.The model can be used to describe many useful life distributions.Using this model,we propose a new class of life distributions whose hazard rates have the upper bound.New class includs the existing distributions with rational LS transforms and infinite phase type distributions.And it possesses good closure properties.In addition,new class may be regarded as the absorbing time distribution of a non-homogenous Markov chain with continuous time.Hence it seems to be significant in stochastic modeling theory.