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MPIDR Working Paper

Shocks in homogeneous and heterogeneous populations

Finkelstein, M. S.

MPIDR Working Paper WP-2005-024, 14 Seiten (August 2005).
Rostock, Max-Planck-Institut für demografische Forschung

Abstract

A system subject to a point process of shocks is considered. Shocks occur in accordance with a nonhomogeneous 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.

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