FAILURE RATE ESTIMATION IN A DYNAMIC ENVIRONMENT

Abstract

International audienceWe 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. Different distribution models for the time-to-failure of the material are suggested. The case of a piecewise exponential model where a Cox's model is integrated to take into account the effect of the stress is investigated. Maximum likelihood estimates of the model parameters are studied