Exponential-Dispersion Degradation Process Models With Random Effects and Covariates
| Autor: | Guan-Jun Wang, Fengjun Duan |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
021103 operations research
Stochastic process Cumulative distribution function 0211 other engineering and technologies Probability density function 02 engineering and technology Random effects model 01 natural sciences Exponential function Inverse Gaussian distribution 010104 statistics & probability symbols.namesake Distribution (mathematics) Expectation–maximization algorithm symbols Applied mathematics 0101 mathematics Electrical and Electronic Engineering Safety Risk Reliability and Quality Mathematics |
| Zdroj: | IEEE Transactions on Reliability. 67:1128-1142 |
| ISSN: | 1558-1721 0018-9529 |
| DOI: | 10.1109/tr.2018.2849087 |
| Popis: | The exponential-dispersion (ED) process is a generalized stochastic process, including Wiener, gamma, and inverse Gaussian processes as special cases. This paper studies the reliability evaluation problem for products based on the ED process with random effects and covariates. The expectation maximization algorithm is applied to estimate the parameters of the ED processes. The probability density functions, the cumulative distribution functions of the lifetime and the remaining useful life distributions of products are derived based on Birnbaum–Saunders distribution. Finally, two illustrative examples are presented to show the effectiveness of the developed methods. |
| Databáze: | OpenAIRE |
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