One Cut‐Point Phase‐Type Distributions in Reliability. An Application to Resistive Random Access Memories

Abstract

A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non‐homogeneous phase‐type distribution. It is built by considering one cut‐point in the non‐negative semi‐line of a phase‐type distribution. The density function is defined and the main measures associated, such as the reliability function, hazard rate, cumulative hazard rate and the characteristic function, are also worked out. This new class of dis‐ tributions enables us to decrease the number of parameters in the estimate when inference is con‐ sidered. Additionally, the likelihood distribution is built to estimate the model parameters by maximum likelihood. Several applications considering Resistive Random Access Memories com‐ pare the adjustment when phase type distributions and one cut‐point phase‐type distributions are considered. The developed methodology has been computationally implemented in R‐cran.