Chapter 3. Inversion of Flowgraph Moment Generating Functions

  1. Aparna V. Huzurbazar

Published Online: 17 NOV 2004

DOI: 10.1002/0471686565.ch3

Flowgraph Models for Multistate Time-to-Event Data

Flowgraph Models for Multistate Time-to-Event Data

How to Cite

Huzurbazar, A. V. (2004) Inversion of Flowgraph Moment Generating Functions, in Flowgraph Models for Multistate Time-to-Event Data, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471686565.ch3

Author Information

  1. University of New Mexico, Department of Mathematics and Statistics, Albuquerque, New Mexico, USA

Publication History

  1. Published Online: 17 NOV 2004
  2. Published Print: 5 NOV 2004

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780471265146

Online ISBN: 9780471686569

SEARCH

Keywords:

  • exact inversion of flowgraph MGFs;
  • saddlepoint approximations;
  • MAPLE

Summary

Chapter 3 shows how to convert the results from a flowgraph to a density function, survivor function, reliability function, and hazard function. This involves moment generating functions, saddlepoint approximation, and saddlepoint program. Examples include: kidney disease, hydraulic pump, HIV/AIDS, manufacturing, Weibull convolution, and gamma. Implementation: R, MAPLE.