Related papers: Modi linear failure rate distribution with applica…
This study aims to predict failure times for some units in some lifetime experiments. In some practical situations, the experimenter may not be able to register the failure times of all units during the experiment. Recently, this situation…
The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
The length-biased Birnbaum-Saunders distribution is both useful and practical for environmental sciences. In this paper, we initially derive some new properties for the length-biased Birnbaum-Saunders distribution, showing that one of its…
In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…
Accurate predictions of when a component will fail are crucial when planning maintenance, and by modeling the distribution of these failure times, survival models have shown to be particularly useful in this context. The presented…
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the…
Many commonly used liquidity measures are based on snapshots of the state of the limit order book (LOB) and can thus only provide information about instantaneous liquidity, and not regarding the local liquidity regime. However, trading in…
In this paper, we propose a flexible cure rate model with frailty term in latent risk, which is obtained by incorporating a frailty term in risk function of latent competing causes. The number of competing causes of the event of interest…
Over the last five decades, we have seen strong methodological advances in survival analysis, mainly in two separate strands: One strand is based on a parametric approach that assumes some response distribution. More prominent, however, is…
Degradation data are considered for assessing reliability in highly reliable systems. The usual assumption is that degradation units come from a homogeneous population. But in presence of high variability in the manufacturing process, this…
This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…
We introduce in this paper a new class of distributions which generalizes the linear failure rate (LFR) distribution and is obtained by compounding the LFR distribution and power series (PS) class of distributions. This new class of…
The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
A novel theoretical model of dynamic instability of a system of linear (1D) microtubules (MTs) in a bounded domain is introduced for studying the role of a cell edge in vivo and analyzing the effect of competition for a limited amount of…
A new statistical approach has been developed to analyze Resistive Random Access Memory (RRAM) variability. The stochastic nature of the physical processes behind the operation of resistive memories makes variability one of the key issues…
Industrial prognostics focuses on utilizing degradation signals to forecast and continually update the residual useful life of complex engineering systems. However, existing prognostic models for systems with multiple failure modes face…
Survival models incorporating cure fractions, commonly known as cure fraction models or long-term survival models, are widely employed in epidemiological studies to account for both immune and susceptible patients in relation to the failure…
A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…