The inverse Gaussian process with a skew-normal distribution as a degradation model. Issue 11 (1st November 2020)

• Record Type: Journal Article
• Authors: Chen, Xudan; Sun, Xinli; Ding, Xiong; Tang, Jue
• Is Part Of: Communications in statistics. Volume 49:Issue 11(2020)
• Page Start: 2827
• Page End: 2843
• Publication Date: 2020-11-01
• Subjects: Unit-to-unit variability -- degradation rate -- EM-type algorithm -- symmetrical distribution; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2018.1527351
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: This article incorporates a skew-normal distribution into an inverse Gaussian (IG) process to represent the unit-to-unit variability of the degradation rate, while a symmetrical distribution or approximately symmetrical distribution is commonly adopted in the IG process. Then we derive the corresponding lifetime distribution and mean-time-to-failure including two special cases under the condition that the skew-normal distribution reduces to an half-normal distribution or a normal distribution. Moreover, an improved EM-type algorithm is presented to overcome the difficulties in estimating parameters. Finally, two simulation studies and a case application are used to illustrate the advantages of the proposed model.