A Bivariate Gamma Model for a Latent Degradation Process

Soudabeh Shemehsavar

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 9, 1924-1938

Abstract: A model is presented in this article based on a bivariate gamma process in which, the first component is latent and determines the failure time and the second represents the marker. This process is a more realistic model for a degradation process. After introducing the model, we obtain failure and survival probability distributions and discuss parametric and predictive inferences based on the Maximum Likelihood method and in a Bayesian setup.

Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/03610926.2012.677300

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