INFERENCES ON THE PARAMETERS AND SYSTEM RELIABILITY FOR A FAILURE-TRUNCATED POWER LAW PROCESS: A BAYESIAN APPROACH USING A CHANGE-POINT

摘要

The reliability of a repairable system that is either improving or deteriorating depends on the system's chronological age. If such a system undergoes "minimal repair" at the occurrence of each failure so that the rate of system failures is not disturbed by the repair, then a nonhomogeneous Poisson process (NHPP) may be used to model the "age-dependent" reliability of the system. The power law process (PLP) is a model within the class of NHPP models and is commonly used as a model for describing the failure times of a repairable system. We introduce a new model that is an extension of the PLP model: the power law process change-point model. This model is capable of describing the failure times of particular types of repairable systems that experience a single change in their rates of occurrence of failures. Bayesian inference procedures for this model are developed.