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A constrained quadratic spline as a model for the cumulative hazard function

Author

Listed:
  • Vasiliy V. Krivtsov
  • Ilya V. Kolmanovsky
  • Timothy P. Davis

Abstract

Probability distributions traditionally used in reliability analysis (e.g. exponential, Weibull, lognormal, normal, gamma and inverse Gaussian) do not always provide enough flexibility to model real-world lifetime data. Considered in this paper is a quadratic spline with a single free knot as a model of the cumulative hazard function for increasing failure rate distributions. A parsimonious (essentially closed form) solution with a simple numerical search is proposed for estimating spline parameters. Automotive warranty data examples are discussed as an illustration.

Suggested Citation

  • Vasiliy V. Krivtsov & Ilya V. Kolmanovsky & Timothy P. Davis, 2008. "A constrained quadratic spline as a model for the cumulative hazard function," International Journal of Reliability and Safety, Inderscience Enterprises Ltd, vol. 2(3), pages 170-178.
  • Handle: RePEc:ids:ijrsaf:v:2:y:2008:i:3:p:170-178
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