Estimation of some stochastic models used in reliability engineering
Publiceringsår
1989
Upphovspersoner
Huovinen, Tapio
Abstrakt
The work aims to study the estimation of some stochastic models used in reliability engineering. In reliability engineering continuous probability distributions have been used as models for the lifetime of technical components. We consider here the following distributions: exponential, 2-mixture exponential, conditional exponential, Weibull, lognormal and gamma. Maximum likelihood method is used to estimate distributions from observed data which may be either complete or censored. We consider models based on homogeneous Poisson processes such as gamma-poisson and lognormal-poisson models for analysis of failure intensity. We study also a betabinomial model for analysis of failure probability. The estimators of the parameters for three models are estimated by the matching moments method and in the case of gammapoisson and beta-binomial models also by maximum likelihood method. A great deal of mathematical or statistical problems that arise in reliability engineering can be solved by utilising point processes. Here we consider the statistical analysis of nonhomogeneous Poisson processes to describe the failing phenomena of a set of components with a Weibull intensity function. We use the method of maximum likelihood to estimate the parameters of the Weibull model. A common cause failure can seriously reduce the reliability of a system. We consider a binomial failure rate (BFR) model as an application of the marked point processes for modelling common cause failure in a system. The parameters of the binomial failure rate model are estimated with the maximum likelihood method.
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Publikationstyp
Publikationsform
Separat verk
Målgrupp
Facklig
UKM:s publikationstyp
D4 Publicerad utvecklings- eller forskningsrapport eller -utredning
Publikationskanalens uppgifter
Journal
Valtion teknillinen tutkimuskeskus. Tutkimuksia - Research Reports
Förläggare
VTT Technical Research Centre of Finland
Nummer
598
ISSN
ISBN
Öppen tillgång
Öppen tillgänglighet i förläggarens tjänst
Nej
Licens för förläggarens version
Annan licens
Parallellsparad
Nej
Övriga uppgifter
Nyckelord
[object Object],[object Object],[object Object],[object Object]
Språk
engelska
Internationell sampublikation
Nej
Sampublikation med ett företag
Nej
Publikationen ingår i undervisnings- och kulturministeriets datainsamling
Nej