Failure Rate Estimation in a Dynamic Environment

We present a method to assess the reliability of a material operating in a dynamic environment. The dynamic environment is represented as a sequence of shocks governed by a self-exciting point process. The time-to-failure of the material is assumed to have a piecewise exponential distribution. A Cox model is integrated to take into account the effect of the stress. Maximum likelihood estimates of the model parameters are obtained and their properties are studied through simulated data. An application on field data is displayed. Hypothesis testing procedures for environment effect are suggested.

A Two-Sample Parametric Test for Partly Interva-Censored Data with Nonproportional Hazard

In clinical trials and engineering studies that are followed by periodic follow-ups, it is predominantly to have partly interval-censored failure time data. Partly interval-censored failure time data is composed of exact observations and interval-censored observations. This paper discusses two-sample parametric comparison of reliability function in the existence of partly interval-censored failure time data. We have constructed a score test and likelihood ratio test for this kind of failure time data under piecewise exponential distribution by using multiple imputation technique. Simulation study is established to assess the proposed test, which indicates that the presented procedure works well. Finally, an example is given for illustration purposes.