Modelling failures times with dependent renewal type models via exchangeability

DOI10.1080/02331888.2019.1618858zbMATH Open1427.62139arXiv1905.05145OpenAlexW2944031717WikidataQ127838288 ScholiaQ127838288MaRDI QIDQ5228865FDOQ5228865

Authors: Arrigo Coen, Luis Gutiérrez, Ramsés H. Mena 

Publication date: 13 August 2019

Published in: Statistics (Search for Journal in Brave)

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.

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

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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)

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