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E A Peña

Publications and source records attributed to E A Peña.

2 recordsLinked to original sources

Goodness-of-fit of the distribution of time-to-first-occurrence in recurrent event models.

Imperfect repair models are a class of stochastic models that deal with recurrent phenomena. This article focuses on the Block, Borges, and Savits (1985) age-dependent minimal repair model (the BBS model) in which a system that fails at time t undergoes one of two types of repair: with probability p(t), a perfect repair is performed, or with probability 1-p(t), a minimal repair is performed. The goodness-of-fit problem of interest concerns the initial distribution of the failure ages. In particular, interest is on testing the null hypothesis that the hazard rate function of the time-to-first-event-occurrence, lambda(.), is equal to a prespecified hazard rate function lambda 0(.). This paper extends the class of hazard-based smooth goodness-of-fit tests introduced in Peña (1998a) to the case where data accrual is from a BBS model. The goodness-of-fit tests are score tests derived by reformulating Neyman's idea of smooth tests in terms of hazard functions. Omnibus as well as directional tests are developed and simulation results are presented to illustrate the sensitivities of the proposed tests for certain types of alternatives.

Air Conditioning↗

Dynamic reliability models with conditional proportional hazards.

A dynamic approach to the stochastic modelling of reliability systems is further explored. This modelling approach is particularly appropriate for load-sharing, software reliability, and multivariate failure-time models, where component failure characteristics are affected by their degree of use, amount of load, or extent of stresses experienced. This approach incorporates the intuitive notion that when a set of components in a coherent system fail at a certain time, there is a 'jump' from one structure function to another which governs the residual lifetimes of the remaining functioning components, and since the component lifetimes are intrinsically affected by the structure function which they constitute, then at such a failure time there should also be a jump in the stochastic structure of the lifetimes of the remaining components. For such dynamically-modelled systems, the stochastic characteristics of their jump times are studied. These properties of the jump times allow us to obtain the properties of the lifetime of the system. In particular, for a Markov dynamic model, specific expressions for the exact distribution function of the jump times are obtained for a general coherent system, a parallel system, and a series-parallel system. We derive a new family of distribution functions which describes the distributions of the jump times for a dynamically-modelled system.

Computer Systems↗