Abstract #301500

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JSM 2002 Abstract #301500
Activity Number: 403
Type: Contributed
Date/Time: Thursday, August 15, 2002 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Stat. Sciences*
Abstract - #301500
Title: Change Points in Nonhomogeneous Poisson Processes
Author(s): Siva Sivaganesan*+ and Fabrizio Ruggeri
Affiliation(s): University of Cincinnati and CNR-IMATI
Address: , Cincinnati, Ohio, 45221,
Keywords: Bayesian inference ; Power law process ; Monte Carlo methods ; Change points
Abstract:

Failures in repairable systems are often described by means of nonhomogeneous Poisson processes, identified by their intensity and mean value functions. Intervention on the systems are likely to modify their reliability, and changes in intensities and mean value functions are therefore induced. We consider different scenarios in which interventions take place and propose models describing each of them.

Bayesian analyses, relying on Markov-chain Monte Carlo methods, are illustrated along with applications to widely used data.

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