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VOL. 45 | 2004 Distributions of failure times associated with non-homogeneous compound Poisson damage processes

Abstract

Failure time distributions are derived for non-homogeneous compound Poisson cumulative damage processes. We focus attention on Weibull type processes with exponential damage size. The hazard functions are illustrated and their asymptotic behavior investigated. Moment equations and maximum likelihood estimates are studied for the homogeneous case.

Information

Published: 1 January 2004
First available in Project Euclid: 28 November 2007

zbMATH: 1268.60110
MathSciNet: MR2126914

Digital Object Identifier: 10.1214/lnms/1196285407

Subjects:
Primary: 60J55 , 60J75 , 62N05

Keywords: cumulative damage processes , distributions of stopping times , hazard functions , maximum likelihood estimators , moment equation estimators , non-homogeneous compound Poisson processes , reliability functions

Rights: Copyright © 2004, Institute of Mathematical Statistics

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Vol. 45 • 1 January 2004
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