Failure Time of Non Homogeneous Gamma Process

Christian Paroissin and Ali Salami

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 15, 3148-3161

Abstract: We consider the non homogeneous gamma process as a degradation model. The hitting time of a deterministic or random level is studied here. We provide its distribution (both cdf and pdf) explicitly in the first case and in the second case when the threshold is exponentially or gamma distributed. The general case for a random threshold can be approximated by considering mixtures of Erlang distributions. Aging properties are also discussed in this article.

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2012.694546 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:43:y:2014:i:15:p:3148-3161

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2012.694546

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().