Estimating Intensity and Mean Value Function

This article provides nonparametric and parametric estimation procedures of the intensity function and of the mean value function of point stochastic processes describing the failure process of repairable systems. Data arising both from a single repairable system and from multiple repairable systems are analyzed. A specific attention is devoted to two frequently used processes: the homogeneous Poisson process and the power law process. Two numerical examples are then given to illustrate the estimation procedures.

Keywords: CIF; power-law process; Poisson process; MLE; repairable system; mean value function; rate of occurrence of failures