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Shocks in homogeneous and heterogeneous populations
Authors:Maxim Finkelstein  
Affiliation:aDepartment of Mathematical Statistics, University of the Free State, PO Box 339, 9300 Bloemfontein, Republic of South Africa;bMax Planck Institute for Demographic Research, Rostock, Germany
Abstract:A system subject to a point process of shocks is considered. Shocks occur in accordance with a non-homogeneous Poisson process. Different criterions of system failures are discussed in a homogeneous case. Two natural settings are analyzed. Heterogeneity is modeled by an unobserved univariate random variable (frailty). It is shown that reliability (safety) analysis for a heterogeneous case can differ dramatically from that for a homogeneous setting. A shock burn-in procedure for a heterogeneous population is described. The corresponding bounds for the failure rates are obtained.
Keywords:Homogeneous populations   Heterogeneous populations   Frailty   Shocks   Burn-in   Mixture failure rate
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