 A time-discrete extended gamma process for time-dependent degradation phenomenaM. Guida, F. Postiglione and G. Pulcini Reliability Engineering and System Safety, 2012, vol. 105, issue C, 73-79 Abstract: The non-stationary Gamma process is a widely used mathematical model to describe degradation phenomena whose growth rate at time t depends only on the current age of the item and not on the accumulated damage up to t. Nevertheless, the Gamma process is not a proper choice when there is empirical evidence that the variance-to-mean ratio of the process varies with time, because the Gamma process implies a constant variance-to-mean ratio. This paper proposes a generalization of the non-stationary Gamma process, which can be viewed as a time discretization of the extended Gamma process and allows one to describe time-dependent degradation phenomena whose variance varies with time t, not necessarily in proportion to the mean. A way to approximate the exact distribution of the degradation growth over a given time interval is given and a test for assessing whether the assumption of the Gamma process can be rejected or not is discussed. Finally, the proposed model is applied to a real dataset consisting of the sliding wear data of four metal alloy specimens. Keywords: Degradation processes; Extended Gamma process; Time discretization; Moschopoulos approximation (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:105:y:2012:i:c:p:73-79 DOI: 10.1016/j.ress.2011.12.016 Access Statistics for this article Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares More articles in Reliability Engineering and System Safety from Elsevier |
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