کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129442 1489647 2017 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A bivariate failure time model with random shocks and mixed effects
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
A bivariate failure time model with random shocks and mixed effects
چکیده انگلیسی

Two components are considered, which are subject to common external and possibly fatal shocks. The lifetimes of both components are characterized by their hazard rates. Each shock can cause the immediate failure of either one or both components. Otherwise, the hazard rate of each component is increased by a non fatal shock of a random amount, with possible dependence between the simultaneous increments of the two failure rates. An explicit formula is provided for the joint distribution of the bivariate lifetime. Aging and positive dependence properties are described, thereby showing the adequacy of the model as a bivariate failure time model. The influence of the shock model parameters on the bivariate lifetime is also studied. Numerical experiments illustrate and complete the study. Moreover, an estimation procedure is suggested in a parametric framework, under a specific observation scheme.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 153, January 2017, Pages 33-51
نویسندگان
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