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Nonparametric predictive inference in reliability. (2002)
Journal Article
Coolen, F., Coolen-Schrijner, P., & Yan, K. (2002). Nonparametric predictive inference in reliability. Reliability Engineering & System Safety, 78(2), 185-193. https://doi.org/10.1016/s0951-8320%2802%2900162-x

We introduce a recently developed statistical approach, called nonparametric predictive inference (NPI), to reliability. Bounds for the survival function for a future observation are presented. We illustrate how NPI can deal with right-censored data,... Read More about Nonparametric predictive inference in reliability..

The deviation matrix of a continuous-time Markov chain (2002)
Journal Article
Coolen-Schrijner, P., & Van Doorn, E. (2002). The deviation matrix of a continuous-time Markov chain. Probability in the Engineering and Informational Sciences, 16(3), 351-366. https://doi.org/10.1017/s0269964802163066

The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix P(·) and ergodic matrix [Pi] is the matrix D [identical with] [integral operator]0[infty infinity](P(t) [minus sign] [Pi]) dt. We give conditions for... Read More about The deviation matrix of a continuous-time Markov chain.