Distributions of failure times associated with non-homogeneous compound Poisson damage processes
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Institute of Mathematical Statistics Lecture Notes - Monograph Series

Distributions of failure times associated with non-homogeneous compound Poisson damage processes

S. Zacks

Source: Anirban DasGupta, ed., A Festschrift for Herman Rubin (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2004), 396-407.

Abstract

Failure time distributions are derived for non-homogeneous compound Poisson cumulative damage processes. We focus attention on Weibull type processes with exponential damage size. The hazard functions are illustrated and their asymptotic behavior investigated. Moment equations and maximum likelihood estimates are studied for the homogeneous case.

Primary Subjects: 60J55, 60J75, 62N05
Keywords: cumulative damage processes; non-homogeneous compound Poisson processes; distributions of stopping times; reliability functions; hazard functions; moment equation estimators; maximum likelihood estimators

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196285407
Mathematical Reviews (MathSciNet): MR2126914

Digital Object Identifier: doi:10.1214/lnms/1196285407

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2009 © Institute of Mathematical Statistics

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series