On information-based residual lifetime in survival models with delayed failures
Ji Hwan Cha and
Maxim Finkelstein
Statistics & Probability Letters, 2018, vol. 137, issue C, 209-216
Abstract:
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.
Keywords: Shocks; Poisson process; Generalized Polya process; Delayed failure; Residual lifetime (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:137:y:2018:i:c:p:209-216
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DOI: 10.1016/j.spl.2018.01.028
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