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Modelling failures times with dependent renewal type models via exchangeability
Statistics ( IF 1.9 ) Pub Date : 2019-05-21 , DOI: 10.1080/02331888.2019.1618858
Arrigo Coen 1 , Luis Gutiérrez 2, 3 , Ramsés H. Mena 4
Affiliation  

ABSTRACT Failure times of a machinery cannot always be assumed independent and identically distributed, eg, 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 analysed, 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.

中文翻译:

通过可交换性对依赖更新类型模型的故障时间进行建模

摘要 机器的故障时间不能总是被假定为独立的和同分布的,例如,如果在修理后机器没有恢复到与新设备相同的状态。在更新过程方法的框架内,提出了一个考虑可交换到达间隔时间的概括。由此产生的模型提供了一种更现实的方法来捕获随机时间发生的事件之间的依赖性,同时保留了经典更新过程的大部分易处理性。分析了一些经典结果的扩展和更新函数的特殊情况,特别是对应于由狄利克雷过程驱动的可交换序列的结果。
更新日期:2019-05-21
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