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Degradation-Threshold-Shock Models

In: Probability, Statistics and Modelling in Public Health

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  • Axel Lehmann

    (Otto-von-Guericke-University Magdeburg, Institute of Mathematical Stochastics)

Abstract

Summary This paper deals with the joint modeling and simultaneous analysis of failure time data and degradation and covariate data. Many failure mechanisms can be traced to an underlying degradation process and stochastically changing covariates. We consider a general class of reliability models in which failure is due to the competing causes of degradation and trauma and express the failure time in terms of degradation and covariates. We compute the survival function of the resulting failure time and derive the likelihood function for the joint observation of failure time data and degradation data at discrete times.

Suggested Citation

  • Axel Lehmann, 2006. "Degradation-Threshold-Shock Models," Springer Books, in: Mikhail Nikulin & Daniel Commenges & Catherine Huber (ed.), Probability, Statistics and Modelling in Public Health, pages 286-298, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-26023-5_19
    DOI: 10.1007/0-387-26023-4_19
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