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A stochastic covariate failure model for assessing system reliability

Part of: Survival analysis and censored data Special processes

Published online by Cambridge University Press:  14 July 2016

Nader Ebrahimi
Nader Ebrahimi*
Affiliation:
Northern Illinois University
*
∗ Postal address: Division of Statistics, Northern Illinois University, DeKalb, IL 60115, USA. Email address: nader@math.niu.edu
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Abstract

Many failure mechanisms can be traced to an underlying deterioration process, and stochastically changing covariates may influence this process. In this paper we propose an alternative model for assessing a system's reliability. The proposed model expresses the failure time of a system in terms of a deterioration process and covariates. When it is possible to measure deterioration as well as covariates, our model provides more information than failure time for the purpose of assessing and improving system reliability. We give several properties of our proposed model and also provide an example.

Keywords

Damage processdiffusion processhitting timeincreasing failure ratenew better than usedreliabilityItô differential equation

MSC classification

Primary: 62N05: Reliability and life testing
Secondary: 60K10: Applications (reliability, demand theory, etc.)

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 38 , Issue 3 , September 2001 , pp. 761 - 767
Copyright
Copyright © by the Applied Probability Trust 2001 

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