A constrained quadratic spline as a model for the cumulative hazard function. (3rd November 2008)

• Record Type: Journal Article
• Authors: Krivtsov, Vasiliy V.; Kolmanovsky, Ilya V.; Davis, Timothy P.
• Is Part Of: International journal of reliability and safety. Volume 2:Number 3(2008)
• Page Start: 170
• Page End: 178
• Publication Date: 2008-11-03
• Subjects: cumulative hazard function -- spline models -- quadratic spline -- automotive warranty data -- automobile industry -- reliability analysis; Reliability (Engineering) -- Periodicals; Industrial safety -- Periodicals; 620.00452
• Languages: English
• ISSNs: 1479-389X

Abstract

Probability distributions traditionally used in reliability analysis (e.g. exponential, Weibull, lognormal, normal, gamma and inverse Gaussian) do not always provide enough flexibility to model real-world lifetime data. Considered in this paper is a quadratic spline with a single free knot as a model of the cumulative hazard function for increasing failure rate distributions. A parsimonious (essentially closed form) solution with a simple numerical search is proposed for estimating spline parameters. Automotive warranty data examples are discussed as an illustration.