IDEAS home Printed from https://ideas.repec.org/a/wly/navres/v38y1991i6p865-876.html
   My bibliography  Save this article

On hazard rate processes

Author

Listed:
  • Y. Kebir

Abstract

Hazard rate processes are discussed in the context of doubly stochastic Poisson processes. We derive an explicit expression for the reliability function corresponding to an increasing hazard rate processes with independent increments. Also, bounds are obtained for the reliability function of a system with a general hazard rate process.

Suggested Citation

  • Y. Kebir, 1991. "On hazard rate processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(6), pages 865-876, December.
    • Handle: RePEc:wly:navres:v:38:y:1991:i:6:p:865-876
    DOI: 10.1002/nav.3800380606
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/nav.3800380606
    Download Restriction: no
    File URL: https://libkey.io/10.1002/nav.3800380606?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Mark Brown & Sheldon M. Ross, 1982. "The observed hazard and multicomponent systems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 29(4), pages 679-683, December.
    2. Elja Arjas, 1981. "The Failure and Hazard Processes in Multivariate Reliability Systems," Mathematics of Operations Research, INFORMS, vol. 6(4), pages 551-562, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "Justifying the Gompertz curve of mortality via the generalized Polya process of shocks," Theoretical Population Biology, Elsevier, vol. 109(C), pages 54-62.
    2. Botosaru, Irene, 2011. "A Duration Model with Dynamic Unobserved Heterogeneity," TSE Working Papers 11-262, Toulouse School of Economics (TSE), revised Nov 2013.
    3. Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan, 2022. "On a hazard (failure) rate process with delays after shocks," Statistics & Probability Letters, Elsevier, vol. 181(C).
    4. Finkelstein, M. S., 2003. "A model for spatial survival," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 371-378, May.
    5. Ji Hwan Cha & Maxim Finkelstein, 2018. "On a New Shot Noise Process and the Induced Survival Model," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 897-917, September.
    6. Sophie Mercier & Carmen Sangüesa, 2023. "A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(1), pages 91-129, January.
    7. Antonio Di Crescenzo & Franco Pellerey, 1998. "On lifetimes in random environments," Naval Research Logistics (NRL), John Wiley & Sons, vol. 45(4), pages 365-375, June.
    8. Ji Hwan Cha & Jie Mi, 2011. "On a Stochastic Survival Model for a System Under Randomly Variable Environment," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 549-561, September.
    9. Cha, Ji Hwan & Finkelstein, Maxim, 2013. "The failure rate dynamics in heterogeneous populations," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 120-128.
    10. Botosaru, Irene, 2020. "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 217(1), pages 112-139.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ji Hwan Cha & Jie Mi, 2011. "On a Stochastic Survival Model for a System Under Randomly Variable Environment," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 549-561, September.
    2. Costa Bueno, Vanderlei da, 2008. "Reliability properties under a stopping time shift," European Journal of Operational Research, Elsevier, vol. 186(1), pages 202-210, April.
    3. Barros, A. & Bérenguer, C. & Grall, A., 2005. "On the hazard rate process for imperfectly monitored multi-unit systems," Reliability Engineering and System Safety, Elsevier, vol. 90(2), pages 169-176.
    4. Foschi Rachele & Nappo Giovanna & Spizzichino Fabio L., 2021. "Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes," Dependence Modeling, De Gruyter, vol. 9(1), pages 394-423, January.
    5. R Flage & T Aven, 2011. "Optimal periodic condition inspection and replacement policy for a binary monotone system using a counting process approach," Journal of Risk and Reliability, , vol. 225(2), pages 161-168, June.
    6. José Pablo Arias‐Nicolás & Félix Belzunce & Olga Núñez‐Barrera & Alfonso Suárez‐Llorens, 2009. "A multivariate IFR notion based on the multivariate dispersive ordering," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 339-358, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:navres:v:38:y:1991:i:6:p:865-876. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6750 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.