23º SINAPE - Simpósio Nacional de Probabilidade e Estatística

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Título

NONPARAMETRIC FRAILTY WITH THE EFFECT OF ACCUMULATING EVENT OCCURRENCES IN REPAIRABLE SYSTEMS

Resumo

In repairable systems, it is very important to consider the choice of the appropriate model to the event time. In a lot of situations the nonhomogenous Poisson process model very well the data. But the heterogeneity between the systems must be included, it can be done by the frailty model, that is, a incorporation of an unobserved random variable multiplying the rate of occurrence of failures. The effect of accumulating event occurrences also must be considered, adding a multiplicative term in the rate of occurrence of failures. The propose of this paper is to include these terms in the model and suggest a method of estimation of the parameters considering the frailty in a nonparametric form. This model will be illustrated by an application with a real data set.

Palavras-chave

Repairable systems; nonhomogeneous Poisson process; power law process; nonparametric frailty; accumulating event occurrences.

Área

Análise de Sobrevivência

Autores

Amanda Morales Eudes D'Andrea, Vera Lucia Dmasceno Tomazella, Marco Pollo Almeida, Pedro Luiz Ramos