Statistical Estimation for a Failure Model with Damage Accumulation in a Case of Small Samples

Journal of Statistical Planning and Inference 2009
Aleksandrs Andronovs, Jeļena Fiošina, Maksims Fiošins

A failure model with damage accumulation is considered. Damages occur according to a Poisson process and they degenerate into failures in a random time. The rate of the Poisson process and the degeneration time distribution are unknown. Two sample populations are available: a sample of intervals between damages and a sample of degeneration times. The case of small samples is considered. The purpose is to estimate the expectation and the distribution of the number of damages and failures at time t. We consider the plug-in and resampling estimators of the above mentioned characteristics. The expectations and variances of the suggested estimators are investigated. The numerical examples show that the resampling estimator has some advantages.

Atslēgas vārdi
Estimation; Plug-in estimator; Resampling; Poisson process; Expectation and variance
DOI
10.1016/j.jspi.2008.05.026
Hipersaite
http://www.sciencedirect.com/science/article/pii/S0378375808002449

Andronovs, A., Fiošina, J., Fiošins, M. Statistical Estimation for a Failure Model with Damage Accumulation in a Case of Small Samples. Journal of Statistical Planning and Inference, 2009, Vol.139, No.5, 1685.-1692.lpp. ISSN 0378-3758. Pieejams: doi:10.1016/j.jspi.2008.05.026

Publikācijas valoda
English (en)