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Lifetime Data Analysis

, 12:481 | Cite as

An alternative competing risk model to the Weibull distribution for modelling aging in lifetime data analysis

  • Nicolas BousquetEmail author
  • Henri Bertholon
  • Gilles Celeux
Article

Abstract

A simple competing risk distribution as a possible alternative to the Weibull distribution in lifetime analysis is proposed. This distribution corresponds to the minimum between exponential and Weibull distributions. Our motivation is to take account of both accidental and aging failures in lifetime data analysis. First, the main characteristics of this distribution are presented. Then, the estimation of its parameters are considered through maximum likelihood and Bayesian inference. In particular, the existence of a unique consistent root of the likelihood equations is proved. Decision tests to choose between an exponential, Weibull and this competing risk distribution are presented. And this alternative model is compared to the Weibull model from numerical experiments on both real and simulated data sets, especially in an industrial context.

Keywords

Failure time distribution Aging Weibull distribution Accidental failure Competing risk model EM algorithm Bayesian inference Importance sampling Likelihood ratio test 

Notes

Acknowledgements

We warmly thank the Associate Editor and the reviewers for their numerous suggestions and corrections which greatly help to improve the presentation of the paper.

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Copyright information

© Springer Science+Business Media, LLC 2006

Authors and Affiliations

  • Nicolas Bousquet
    • 1
    Email author
  • Henri Bertholon
    • 2
    • 3
  • Gilles Celeux
    • 1
  1. 1.INRIA FutursUniversité Paris-SudOrsayFrance
  2. 2.CNAM ParisParisFrance
  3. 3.INRIA Rhone-AlpesMontbonnot Saint MartinFrance

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