A bivariate failure time model with random shocks and mixed effects

JOURNAL OF MULTIVARIATE ANALYSIS

卷:153

Article

Mercier, Sophie¹  Hai Ha Pham² 

[1] Univ Pau & Pays Adour, Lab Math & Leurs Applicat, Pau UMR CNRS 5142, Batiment IPRA,Ave Univ, F-64013 Pau, France

[2] Banking Univ Hochiminh City, Dept Econ Math, 39 Ham Nghi,Dist 1, Hochiminh City, Vietnam

关键词: Aging properties;    Bivariate new better than used;    Bivariate non-homogeneous compound Poisson process;    Hazard rate order;    Hazard rate process;    Maximum likelihood estimator;    Multivariate total positivity;    Positive dependence properties;    Reliability;    Stochastic order;   

DOI  :  10.1016/j.jmva.2016.09.008

来源: Elsevier

【 摘 要 】

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. (C) 2016 Elsevier Inc. All rights reserved.

【 授权许可】

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