JSM 2004 - Toronto

Abstract #301857

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Activity Number: 49
Type: Contributed
Date/Time: Sunday, August 8, 2004 : 4:00 PM to 5:50 PM
Sponsor: Section on Quality and Productivity
Abstract - #301857
Title: Inferences on the Parameters and System Reliability for a Failure-Truncated Power Law Process: A Bayesian Approach Using a Changepoint
Author(s): Mary Richardson*+ and Asit Basu
Companies: Grand Valley State University and University of Missouri, Columbia
Address: Dept. of Statistics, Allendale, MI, 49401,
Keywords: power-law process ; changepoint
Abstract:

The reliability of a repairable system that is either improving or deteriorating depends on the system's chronological age. If such a system undergoes "minimal repair" at the occurrence of each failure so that the rate of system failures is not disturbed by the repair, then a nonhomogeneous Poisson process (NHPP) may be used to model the "age-dependent" reliability of the system. The power-law process (PLP) is a model within the class of NHPP models and is a commonly used model for describing the failure times of a repairable system. We introduce a new model that is an extension of the PLP model: the power law process changepoint model. This model is capable of describing the failure times of particular types of repairable systems that experience a single change in their rates of occurrence of failures. Bayesian inference procedures for this model are developed.

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