Statistical Inference for a Modulated Power Law Process

Article

Black, Scott E.; Rigdon, Steven   (1996, ASQC)   McDonnell Douglas Aircraft Company, St. Louis, MO; Southern Illinois University at Edwardsville, Edwardsville, IL

Journal of Quality Technology    Vol. 28    No. 1
QICID: 11439    January 1996    pp. 81-90
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Article Abstract

The modulated power law process (MPLP) is a three-parameter stochastic point process model that can be used to describe the failure times of a repairable system. While the power law process implies that a system is in exactly the same condition just after a repair as it was just before the failure, the MPLP allows for the system to be affected by the failure and repair. We describe an algorithm for obtaining the maximum likelihood estimates (MLEs) of the three model parameters. A simulation study indicates that the confidence intervals and hypothesis tests have approximately the nominal level.

Keywords

Repairable systems,Reliability


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