A reliability application of a mixture of inverse gaussian distributions
作者:
Charles E. Smith,
Petr Lánský,
期刊:
Applied Stochastic Models and Data Analysis
(WILEY Available online 1994)
卷期:
Volume 10,
issue 1
页码: 61-69
ISSN:8755-0024
年代: 1994
DOI:10.1002/asm.3150100106
出版商: John Wiley&Sons, Ltd.
关键词: Inverse Gaussian distribution;Mixtures;Brownian motion;Hazard rate Maximum likelihood estimation
数据来源: WILEY
摘要:
AbstractA mixture of inverse Gaussian distributions (IGDs) is examined as a model for the lifetime of components. The components differ in one of three ways: in their initial quality, rate of wear, or variability of wear. These three cases are well represented by the parameters of the IGD model. The mechanistic interpretation of the IGD as the first passage time of Brownian motion with positive drift is adopted. The parameters considered are either dichotomous or continuous random variables. Parameter estimation is also examined for these two cases. The model seems to be most appropriate when the single IGD model fails due to heterogeneity of the initial component quality.
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