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Failure Rate Estimation in a Dynamic Environment

Author

Listed:
  • Gouno Evans

    (Université de Bretagne Sud, LMBA-UMR 6205-CNRS/UBO/UBS, Rue Yves Mainguy, BP 573, 56017 Vannes cedex, France)

  • Guérineau Lise

    (EDF R&D Clamart, MIRE, 1 avenue du Général de Gaulle, 92141 Clamart cedex, France)

Abstract

We present a method to assess the reliability of a material operating in a dynamic environment. The dynamic environment is represented as a sequence of shocks governed by a self-exciting point process. The time-to-failure of the material is assumed to have a piecewise exponential distribution. A Cox model is integrated to take into account the effect of the stress. Maximum likelihood estimates of the model parameters are obtained and their properties are studied through simulated data. An application on field data is displayed. Hypothesis testing procedures for environment effect are suggested.

Suggested Citation

  • Gouno Evans & Guérineau Lise, 2015. "Failure Rate Estimation in a Dynamic Environment," Stochastics and Quality Control, De Gruyter, vol. 30(1), pages 1-8, June.
    • Handle: RePEc:bpj:ecqcon:v:30:y:2015:i:1:p:1-8:n:1
    DOI: 10.1515/eqc-2015-6001
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    References listed on IDEAS

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    1. Dani Gamerman, 1991. "Dynamic Bayesian Models for Survival Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(1), pages 63-79, March.
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