FAILURE MODELS INDEXED BY TWO SCALES

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Author(s)

  • Nozer D. SINGPURWALLA
  • Simon P. WILSON

Detail(s)

Original languageEnglish
Pages (from-to)1058-1072
Journal / PublicationAdvances in Applied Probability
Volume30
Issue number4
Publication statusPublished - Dec 1998
Externally publishedYes

Abstract

Much of the literature in reliability and survival analysis considers failure models indexed by a single scale. There are situations which require that failure be described by several scales. An example from reliability is items under warranty whose failure is recorded by time and amount of use. An example from survival analysis is the death of a mine worker which is noted by age and the duration of exposure to dust. This paper proposes an approach for developing probabilistic models indexed by two scales: time, and usage, a quantity that is related to time. The relationship between the scales is described by an additive hazards model. The evolution of usage is described by stochastic processes like the Poisson, the gamma and the Markov additive. The paper concludes with an application involving the setting of warranties. Two features differentiate this work from related efforts: a use of specific processes for describing usage, and a use of Monte Carlo techniques for generating the models.

Research Area(s)

  • Additive hazard, Biometry, Gamma process, Markov additive process, Poisson process, Reliability, Simulation, Survival analysis, Warranties

Citation Format(s)

FAILURE MODELS INDEXED BY TWO SCALES. / SINGPURWALLA, Nozer D.; WILSON, Simon P.

In: Advances in Applied Probability, Vol. 30, No. 4, 12.1998, p. 1058-1072.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review