Modeling failures times with dependent renewal type models via exchangeability
| Autor: | Arrigo Coen, Ramsés H. Mena, Luis Gutiérrez |
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| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Independent and identically distributed random variables FOS: Computer and information sciences Computer science Generalization Reliability (computer networking) G.3 Mathematics - Statistics Theory Statistics Theory (math.ST) Type (model theory) 01 natural sciences Statistics - Applications 010104 statistics & probability 0502 economics and business FOS: Mathematics Applied mathematics 62F15 62P30 Applications (stat.AP) Renewal theory 0101 mathematics 050205 econometrics Sequence 05 social sciences Dirichlet process Simulated data Statistics Probability and Uncertainty |
| DOI: | 10.48550/arxiv.1905.05145 |
| Popis: | Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a generalization that considers exchangeable inter-arrival times is presented. The resulting model provides a more realistic approach to capture the dependence among events occurring at random times, while retaining much of the tractability of the classical renewal process. Extensions of some classical results and special cases of renewal functions are analyzed, in particular the one corresponding to an exchangeable sequence driven by a Dirichlet process. The proposal is tested through an estimation procedure using simulated data sets and with an application to the reliability of hydraulic subsystems in load-haul-dump machines. Comment: 15 pages and 5 figures |
| Databáze: | OpenAIRE |
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