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Statistical Analysis of Some Parametric Degradation Models

In: Probability, Statistics and Modelling in Public Health

Author

Listed:
  • Waltraud Kahle

    (Otto-von-Guericke-University, Faculty of Mathematics)

  • Heide Wendt

    (Otto-von-Guericke-University, Faculty of Mathematics)

Abstract

Summary The applicability of purely lifetime based statistical analysis is limited due to several reasons. If the random event is the result of an underlying observable degradation process then it is possible to estimate the parameters of the resulting lifetime from observations of these process. In this paper we describe the degradation by a position-dependent marked doubly stochastic Poisson process. The intensity of such processes is a product of a deterministic function and a random variable Y which leads to an individual intensity for each realization. Our main interest consists in estimating the parameters of the distribution of Y under the assumption that the realization of Y is not observable.

Suggested Citation

  • Waltraud Kahle & Heide Wendt, 2006. "Statistical Analysis of Some Parametric Degradation Models," Springer Books, in: Mikhail Nikulin & Daniel Commenges & Catherine Huber (ed.), Probability, Statistics and Modelling in Public Health, pages 266-279, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-26023-5_17
    DOI: 10.1007/0-387-26023-4_17
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