Modelling failures times with dependent renewal type models via exchangeability
Por:
Coen A., Gutiérrez L., Mena R.H.
Publicada:
1 ene 2019
Resumen:
Failure times of a machinery cannot always be assumed independent and
identically distributed, eg, 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 analysed, 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.
Filiaciones:
Coen A.:
Departamento de Matemáticas, Facultad de Ciencias Universidad Nacional Autónoma de México, México, Mexico
Univ Nacl Autonoma Mexico, Fac Ciencias, Dept Matemat, Apartado Postal 20-726, Mexico City 01000, DF, Mexico
Gutiérrez L.:
Pontificia Univ Catolica Chile, Dept Estadist, Santiago, Chile
Millennium Nucleus Ctr Discovery Struct Complex D, Santiago, Chile
Departamento de Estadística, Pontificia Universidad Católica de Chile, Santiago, Chile
Millennium Nucleus Center for the Discovery of Structures in Complex Data, Santiago, Chile
Mena R.H.:
Univ Nacl Autonoma Mexico, Inst Invest Matemat Aplicadas Yen Sistemas, Dept Probabilidad & Estadist, Mexico City, DF, Mexico
Departamento de Probabilidad y Estadística, Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas Universidad Nacional Autónoma de México, México, Mexico
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