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
