Abstract
The recurrent process (for example, failure-repair) is considered using Kijima model 1 and 2 with the following underlying lifetime distributions: Weibull, Normal and Log-Normal. Having event times of several components, the calculation allows to estimate the probability function parameters and the restoration factor of imperfect repair. Time to repair can be also introduced into the calculation. The Maximum likelihood and an efficient advanced Monte Carlo methods are used. Confidence bounds can also be estimated using the Fisher information matrix.