Nikulin / Limnios / Balakrishnan Advances in Degradation Modeling

Applications to Reliability, Survival Analysis, and Finance
1. Auflage 2010
ISBN: 978-0-8176-4924-1
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 416 Seiten

Reihe: Statistics for Industry and Technology

This volume is a collection of invited chapters covering recent advances in accelerated life testing and degradation models. The book covers a wide range of applications to areas such as reliability, quality control, the health sciences, economics and finance. It is an excellent reference for researchers and practitioners in applied probability and statistics, industrial statistics, the health sciences, quality control, economics, and finance.

Autoren/Hrsg.

Nikulin, M.S.

Limnios, Nikolaos

Balakrishnan, N.

Kahle, Waltraud

Huber-Carol, Catherine

Nikulin, M. S.

Inhaltsverzeichnis

1;Contents;7
2;Preface;16
3;William Q. Meeker – Career and Accomplishments;18
4;List of Contributors;27
5;List of Tables;31
6;List of Figures;33
7;Review, Tutorials, and Perspective;37
7.1;1 Trends in the Statistical Assessment of Reliability;38
7.2;2 Degradation Processes: An Overview;52
7.3;3 Defect Initiation, Growth, and Failure – A General Statistical Model and Data Analyses;61
7.4;4 Properties of Lifetime Estimators Based on Warranty Data Consisting only of Failures;72
8;Shock Models;89
8.1;5 Shock Models;90
8.2;6 Parametric Shock Models;108
8.3;7 Poisson Approximation of Processes with Locally Independent Increments and Semi- Markov Switching – Toward Application in Reliability;136
8.4;8 On Some Shock Models of Degradation;148
9;Degradation Models;156
9.1;9 The Wiener Process as a Degradation Model: Modeling and Parameter Estimation;157
9.2;10 On the General Degradation Path Model: Review and Simulation;177
9.3;11 A Closer Look at Degradation Models: Classical and Bayesian Approaches;186
9.4;12 Optimal Prophylaxis Policy Under Non-monotone Degradation;210
9.5;13 Deterioration Processes with Increasing Thresholds;224
9.6;14 Failure Time Models Based on Degradation Processes;238
9.7;15 Degradation and Fuzzy Information;263
9.8;16 A New Perspective on Damage Accumulation, Marker Processes, and Weibull’s Distribution;269
10;Reliability Estimation and ALT;278
10.1;17 Reliability Estimation of Mechanical Components Using Accelerated Life Testing Models;279
10.2;18 Reliability Estimation from Failure-Degradation Data with Covariates;301
10.3;19 Asymptotic Properties of Redundant Systems Reliability Estimators;318
10.4;20 An Approach to System Reliability Demonstration Based on Accelerated Test Results on Components;336
11;Survival Function Estimation;346
11.1;21 Robust Versus Nonparametric Approaches and Survival Data Analysis;347
11.2;22 Modelling Recurrent Events for Repairable Systems Under Worse Than Old Assumption;362
11.3;23 Survival Models for Step-Stress Experiments With Lagged Effects;378
11.4;24 Estimation of Density on Censored Data;393
12;Competing Risk and Chaotic Systems;402
12.1;25 Toward a Test for Departure of a Trajectory from a Neighborhood of a Chaotic System;403
12.2;26 Probability Plotting with Independent Competing Risks;417
13;Index;435