Title :
Fitting the log-linear rate to Poisson processes
Author :
Vallarino, Carlos R.
Author_Institution :
IBM Corp., San Jose, CA, USA
Abstract :
Given a sample of repairable systems, the author models its failure behavior. Each system is assumed to be an independent realization of a nonhomogeneous Poisson process with underlying log-linear intensity function. The author finds the maximum-likelihood estimates of the unknown parameters, presenting the likelihood function and its derivatives. Accurate starting values are obtained through a graphical method for the case of an increasing intensity. Finally, a set of real data is borrowed from R.E. Barlow and B. Davis (1978) to illustrate the techniques
Keywords :
failure analysis; graph theory; reliability; reliability theory; statistical analysis; failure behavior; graphical method; independent realization; log-linear rate; maximum-likelihood estimates; nonhomogeneous Poisson process; repairable systems; starting values; Gaussian processes; Hazards; Manufacturing industries; Maximum likelihood estimation; Parametric statistics; Stochastic processes; Virtual manufacturing; Warranties;
Conference_Titel :
Reliability and Maintainability Symposium, 1989. Proceedings., Annual
Conference_Location :
Atlanta, GA
DOI :
10.1109/ARMS.1989.49612