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A Bivariate Gamma Model for a Latent Degradation Process

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  • Soudabeh Shemehsavar

Abstract

A model is presented in this article based on a bivariate gamma process in which, the first component is latent and determines the failure time and the second represents the marker. This process is a more realistic model for a degradation process. After introducing the model, we obtain failure and survival probability distributions and discuss parametric and predictive inferences based on the Maximum Likelihood method and in a Bayesian setup.

Suggested Citation

  • Soudabeh Shemehsavar, 2014. "A Bivariate Gamma Model for a Latent Degradation Process," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(9), pages 1924-1938, May.
  • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1924-1938
    DOI: 10.1080/03610926.2012.677300
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    Cited by:

    1. Mosayebi Omshi, E. & Shemehsavar, S. & Grall, A., 2024. "An intelligent maintenance policy for a latent degradation system," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
    2. Huynh, K.T. & Vu, H.C. & Nguyen, T.D. & Ho, A.C., 2022. "A predictive maintenance model for k-out-of-n:F continuously deteriorating systems subject to stochastic and economic dependencies," Reliability Engineering and System Safety, Elsevier, vol. 226(C).

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