고장시간 자료의 통계적 분석을 위한 PWF-GPH 방법

PWF-GPH method for the statistical analysis of failure time data

In this paper, a life distribution fitting method based on generalized phase-type distributions(GPH) is presented. By fitting the life distribution to a GPH, we can utilize various useful properties of the GPH. Two different approaches are used according to the properties of the given failure time data. One is an approximation to a GPH through the piecewise Weibull failure rate(PWF) model and the other is a direct approximation to a GPH using the empirical distribution function. Two numerical examples are also presented. In the first example, both of the two approaches are utilized and compared for an incomplete data set. And in the second example, the direct approximation method from an empirical distribution is utilized for the analysis of a complete data set. In both cases, we could confirm the validity of the proposed method.