Accession Number:

ADA151336

Title:

A Note on Shot-Noise and Reliability Modeling,

Descriptive Note:

Corporate Author:

FORD AEROSPACE AND COMMUNICATIONS CORP PALO ALTO CA WESTERN DEVELOPMENT LABS DIV

Personal Author(s):

Report Date:

1984-12-01

Pagination or Media Count:

10.0

Abstract:

We discuss a reliability model which reflects the dynamic dependency between system failure and system stress. In particular, a shot-noise process is used to model residual system stress which in turn drives a doubly stochastic Poisson process model for system failures. Intuitively, residual stress or susceptibility to failure may vary in a random manner yet be essentially unobservable, while system failures may be readily detectable and observable. Shot-noise distributions have a richness and subtlety which suggest untapped potential for applications. The doubly stochastic Poisson process provides a reasonable framework for modeling randomly varying rates of occurrence in a broad variety of settings. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE