Simultaneous life testing in a random environment

Larry P. Ammann

Stochastic Processes and their Applications, 1979, vol. 9, issue 2, 195-205

Abstract: Examined here is a class of multivariate lifetime distributions generated by a physical model in which a group of like devices is simultaneously exposed to a random wear or damage environment. This random wear is represented by a nonnegative stochastic process with independent increments. Associated with each device is a random threshold and the device fails when the wear attains this threshold. It is shown that tied failure times occur with positive probability. Algorithms are developed to obtain the probabilistic properties of various random variables associated with the joint failure time vector. In particular, these algorithms are used to find the probability of obtaining a specific tie configuration and the large sample behavior of the number of distinct failure times.

Keywords: Wear; model; Lévy; measure; stochastic; process; with; independent; increments (search for similar items in EconPapers)
Date: 1979
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