Modelling failures times with dependent renewal type models via exchangeability

DOI10.1080/02331888.2019.1618858MaRDI QIDQ5228865zbMATH OpenOpenAlexWikidataFDO

Authors Arrigo Coen, Luis Gutiérrez, Ramsés H. Mena

Publication date 13 August 2019

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.05145

zbMATH Keywords

hierarchical modelreliabilityDirichlet processrenewal processesdependent interarrivals times

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Abstract: Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a generalization that considers exchangeable inter-arrival times is presented. The resulting model provides a more realistic approach to capture the dependence among events occurring at random times, while retaining much of the tractability of the classical renewal process. Extensions of some classical results and special cases of renewal functions are analyzed, in particular the one corresponding to an exchangeable sequence driven by a Dirichlet process. The proposal is tested through an estimation procedure using simulated data sets and with an application to the reliability of hydraulic subsystems in load-haul-dump machines.

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Cited in

(5)

• A new model for interdependent durations
• Compound Dirichlet processes
• scientific article; zbMATH DE number 3842930 (Why is no real title available?)
• Multivariate dependent renewal processes
• scientific article; zbMATH DE number 5151952 (Why is no real title available?)

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