Estimating Lifetime Distributions in a Random Environment

• Published in: IISE Annual Conference. Proceedings p. 1
• Main Authors: Flory, John A, Kharoufeh, Jeffrey P
• Format: Journal Article
• Language: English
• Published: Norcross Institute of Industrial and Systems Engineers (IISE) 01.01.2011
• Subjects: Markov analysis; Randomized algorithms; Reliability engineering; Stochastic models; Studies

We consider the problem of estimating the lifetime distribution of a component whose degradation is driven by an exogenous environment process. The environment is assumed to be unobservable; therefore, its order and transition rates must be inferred from a sequence of degradation observations. We pr...