Resumen de Phase-Type distributions: computational aspects andapplications in electronics

Juan Eloy Ruiz Castro , Christian José Acal González, Ana María Aguilera del Pino

• Reliability is an area of statistics that analyzes the behaviour of sys-tems subject to failures where probability plays a fundamental role inmodeling, solving and optimization problems. It is usual to develop me-thodologies that allow a detailed study through classic distributions. Animportant aspect is the estimation of the parameters. A class of non-negative distributions, called phase-type distributions, makes it possibleto model complex problems with well-structured results, thanks to itsmatrix-algebraic form. The computational aspects of the estimation inthis field, through statistical programmes or applications such as R, Mat-lab or EMpht, are revised and applied to a real data set from RRAMmemories in order to prove that this approach is better than the classicstatistical analysis employed in this area.