Some Useful Models for Failure Time Under Stochastic Monotonicity : Model Specification and Inference
확률적 단조성 하에서 실패까지 걸린 시간에 대한 유용한 모형들 : 모형 설정 및 통계적 추론

Ki Beom Binh, Keunkwan Ryu
2018 Journal of Korean Institute of Industrial Engineers  
확률적 단조성 하에서 실패까지 걸린 시간에 대한 유용한 모형들 : 모형 설정 및 통계적 추론 We propose some useful models for hitting time under stochastic monotonicity assumption. Depending on whether the underlying shock process is governed by a Poisson process or a Brownian motion, on whether each shock has a deterministic impact size or a random impact size, and on whether failure is defined by a threshold crossing or by a hazard rate, we develop various "failure" time models. We then explain how to utilize information contained
more » ... ormation contained in the failure time to make inferences on the underlying model parameters which characterizes shock processes and the impact sizes. Real life applications are briefly mentioned. *
doi:10.7232/jkiie.2018.44.5.378 fatcat:z3h2jmsge5hkzch6tcrssfijt4