- 공변량을 이용한 Brown-Proschan 불완전수리 하의 시스템 신뢰도 추정
- ㆍ 저자명
- 임태진,이진승
- ㆍ 간행물명
- 韓國經營科學會誌
- ㆍ 권/호정보
- 1998년|23권 4호|pp.111-130 (20 pages)
- ㆍ 발행정보
- 한국경영과학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
We propose an imperfect repair model which depends on external effects quantified by covariates. The model is based on the Brown-Proschan imperfect repair model wherefrom the probability of perfect repair is represented by a function of covariates. We are motivated by deficiency of the BP model whose stationarity prevents us from predicting dynamically the time to next failure according to external condition. Five types of function for the probability of perfect repair are proposed. This article also presents a procedure for estimating the parameter of the function for the probability of perfect repair, as well as the inherent lifetime distribution of the system, based on consecutive inter-failure times and the covariates. The estimation procedure is based on the expectation-maximization principle which is suitable to incomplete data problems. focusing on the maximization step, we derive some theorems which guarantee the existence of the solution. A Monte Carlo study is also performed to illustrate the prediction power of the model as well as to show reasonable properties of the estimates. The model reduces significantly the mean square error of the in-sample prediction. so it can be utilized in real fields for evaluating and maintaining repairable systems.