On information-based residual lifetime in survival models with delayed failures
- 주제(키워드) Shocks , Poisson process , Generalized Polya process , Delayed failure , Residual lifetime
- 주제(기타) Statistics & Probability
- 설명문(일반) [Cha, Ji Hwan] Ewha Womans Univ, Dept Stat, Seoul 120750, South Korea; [Finkelstein, Maxim] Univ Free State, Dept Math Stat, ZA-9300 Bloemfontein, South Africa; [Finkelstein, Maxim] ITMO Univ, 49 Kronverkskiy Pr, St Petersburg 197101, Russia
- 등재 SCIE, SCOPUS
- 발행기관 ELSEVIER SCIENCE BV
- 발행년도 2018
- URI http://www.dcollection.net/handler/ewha/000000151660
- 본문언어 영어
- Published As http://dx.doi.org/10.1016/j.spl.2018.01.028
초록/요약
At many practical instances, the initiating point events (e.g., shocks) affect an object not immediately, but after some random delay. These models were studied in the literature only for the case when an initial shock process is Poisson. In our paper, we generalize these results to a meaningful case of the generalized Polya process (GPP) of initial shocks that was recently introduced in the literature. Distinct from the Poisson process, the GPP possesses the property of dependent increments, which makes it much more attractive in applications. We derive the distribution of the time to failure for a system subject to the GPP with delays. Our main focus, however, is on analysis of the corresponding residual lifetime distribution that depends now on the full history (information) of the initiating shock process. (C) 2018 Elsevier B.V. All rights reserved.
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