IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v62y2021i2d10.1007_s00362-019-01099-7.html
   My bibliography  Save this article

On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes

Author

Listed:
  • Hyunju Lee

    (Ewha Womans University)

  • Ji Hwan Cha

    (Ewha Womans University)

Abstract

In reliability and survival analysis, the shot-noise processes have been intensively employed as a useful tool for modeling the impact of a dynamic environment (in the form of the point process of stresses) on survival characteristics of systems and organisms. However, the studies on the shot-noise processes have been mostly focused on the univariate analysis. In this paper, we develop a class of multivariate stochastic failure models based on a dynamic shock model induced by multiple shot-noise processes and study its properties. Explicit parametric forms for the multivariate survival functions are suggested. Multivariate ageing properties and dependence structures of the class are discussed as well.

Suggested Citation

  • Hyunju Lee & Ji Hwan Cha, 2021. "On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes," Statistical Papers, Springer, vol. 62(2), pages 561-590, April.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:2:d:10.1007_s00362-019-01099-7
    DOI: 10.1007/s00362-019-01099-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-019-01099-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00362-019-01099-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Toshio Nakagawa, 2007. "Shock and Damage Models in Reliability Theory," Springer Series in Reliability Engineering, Springer, number 978-1-84628-442-7, March.
    2. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2011. "Two shock and wear systems under repair standing a finite number of shocks," European Journal of Operational Research, Elsevier, vol. 214(2), pages 298-307, October.
    3. Maxim Finkelstein & Ji Hwan Cha, 2013. "Burn-in for Heterogeneous Populations," Springer Series in Reliability Engineering, in: Stochastic Modeling for Reliability, edition 127, chapter 0, pages 261-312, Springer.
    4. Ji Hwan Cha & Maxim Finkelstein, 2013. "On generalized shock models for deteriorating systems," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 29(5), pages 496-508, September.
    5. Xiaohu Li & Guoxin Qiu, 2007. "Some preservation results of NBUC aging property with applications," Statistical Papers, Springer, vol. 48(4), pages 581-594, October.
    6. Arjun Gupta & Johanna Orozco-Castañeda & Daya Nagar, 2011. "Non-central bivariate beta distribution," Statistical Papers, Springer, vol. 52(1), pages 139-152, February.
    7. D. Al-Mutairi & M. Ghitany & D. Kundu, 2011. "A new bivariate distribution with weighted exponential marginals and its multivariate generalization," Statistical Papers, Springer, vol. 52(4), pages 921-936, November.
    8. Maxim Finkelstein & Ji Hwan Cha, 2013. "Shocks as Burn-in," Springer Series in Reliability Engineering, in: Stochastic Modeling for Reliability, edition 127, chapter 0, pages 313-361, Springer.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ji Hwan Cha & Maxim Finkelstein, 2019. "Optimal preventive maintenance for systems having a continuous output and operating in a random environment," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 327-350, July.
    2. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "New shock models based on the generalized Polya process," European Journal of Operational Research, Elsevier, vol. 251(1), pages 135-141.
    3. Ji Hwan Cha & Maxim Finkelstein, 2018. "On a New Shot Noise Process and the Induced Survival Model," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 897-917, September.
    4. Levitin, Gregory & Finkelstein, Maxim, 2019. "Optimal loading of elements in series systems exposed to external shocks," Reliability Engineering and System Safety, Elsevier, vol. 192(C).
    5. Ji Hwan Cha & Maxim Finkelstein, 2019. "On some characteristics of quality for systems operating in a random environment," Journal of Risk and Reliability, , vol. 233(2), pages 257-267, April.
    6. Gregory Levitin & Maxim Finkelstein, 2017. "A new stress–strength model for systems subject to stochastic shocks," Journal of Risk and Reliability, , vol. 231(2), pages 172-179, April.
    7. Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan, 2022. "On a hazard (failure) rate process with delays after shocks," Statistics & Probability Letters, Elsevier, vol. 181(C).
    8. Cha, Ji Hwan & Finkelstein, Maxim, 2018. "On information-based residual lifetime in survival models with delayed failures," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 209-216.
    9. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "Mission abort policy optimization for series systems with overlapping primary and rescue subsystems operating in a random environment," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    10. Ji Hwan Cha & Massimiliano Giorgio, 2018. "Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1137-1154, December.
    11. Levitin, Gregory & Finkelstein, Maxim & Huang, Hong-Zhong, 2019. "Scheduling of imperfect inspections for reliability critical systems with shock-driven defects and delayed failures," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 89-98.
    12. Gregory Levitin & Maxim Finkelstein, 2018. "Optimal mission abort policy with multiple shock number thresholds," Journal of Risk and Reliability, , vol. 232(6), pages 607-615, December.
    13. Sophie Mercier & Hai Ha Pham, 2016. "A Random Shock Model with Mixed Effect, Including Competing Soft and Sudden Failures, and Dependence," Methodology and Computing in Applied Probability, Springer, vol. 18(2), pages 377-400, June.
    14. Levitin, Gregory & Finkelstein, Maxim & Huang, Hong-Zong, 2020. "Optimal mission abort policies for multistate systems," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    15. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "Mission abort and rescue for multistate systems operating under the Poisson process of shocks," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    16. Mahmood Shafiee & Maxim Finkelstein, 2015. "A proactive group maintenance policy for continuously monitored deteriorating systems: Application to offshore wind turbines," Journal of Risk and Reliability, , vol. 229(5), pages 373-384, October.
    17. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal aborting rule in multi-attempt missions performed by multicomponent systems," European Journal of Operational Research, Elsevier, vol. 283(1), pages 244-252.
    18. Maxim Finkelstein & Gregory Levitin & Oleg A Stepanov, 2019. "On operation termination for degrading systems with two types of failures," Journal of Risk and Reliability, , vol. 233(3), pages 419-426, June.
    19. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "State-based mission abort policies for multistate systems," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    20. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal abort rules and subtask distribution in missions performed by multiple independent heterogeneous units," Reliability Engineering and System Safety, Elsevier, vol. 199(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:62:y:2021:i:2:d:10.1007_s00362-019-01099-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.