On the Effect of Random Alternating Perturbations on Hazard Rates
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a real-valued continuous-time stochastic process of alternating type expressed in terms of the integrated telegraph process for which we obtain the probability distribution, mean and variance. An application to survival analysis and reliability data sets based on confidence bands for estimated hazard rate functions is also provided.
Cite
@article{arxiv.math/0701328,
title = {On the Effect of Random Alternating Perturbations on Hazard Rates},
author = {Antonio Di Crescenzo and Barbara Martinucci},
journal= {arXiv preprint arXiv:math/0701328},
year = {2007}
}
Comments
14 pages, 6 figures