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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Rev.Colomb.Estad. vol.34 no.3 Bogotá July/Dec. 2011

 

Estimating the Discounted Warranty Cost of a Minimally Repaired Coherent System

Estimación del costo de garantía descontado para un sistema coherente bajo reparo mínimo

NELFI GERTRUDIS GONZÁLEZ1, VANDERLEI BUENO2

1Universidad Nacional de Colombia, Facultad de Ciencias, Escuela de Estadística, Medellín, Colombia. Associate professor. Email: ngonzale@unal.edu.co
2Universidade de São Paulo, Instituto de Matemática e Estatística, Departamento de Estatística, São Paulo, Brasil. Associate professor. Email: bueno@ime.usp.br


Abstract

A martingale estimator for the expected discounted warranty cost process of a minimally repaired coherent system under its component level observation is proposed. Its asymptotic properties are also presented using the Martingale Central Limit Theorem.

Key words: Expected cost, martingale central limit theorem, reliability, repairable system, semimartingale, stochastic point process.


Resumen

En este trabajo modelamos los costos de garantía descontados para un sistema coherente reparado mínimamente a nivel de sus componentes y proponemos un estimador martingalas para el costo esperado para un período de garantía fijo, también probamos sus propiedades asintóticas mediante el Teorema del Limite Central para Martingalas.

Palabras clave: confiabilidad, costo esperado, proceso puntual estocástico, semi-martingalas, sistema reparable, teorema de límite central para martingalas.


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[Recibido en octubre de 2010. Aceptado en agosto de 2011]

Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:

@ARTICLE{RCEv34n3a08,
    AUTHOR  = {González, Nelfi Gertrudis and Bueno, Vanderlei},
    TITLE   = {{Estimating the Discounted Warranty Cost of a Minimally Repaired Coherent System}},
    JOURNAL = {Revista Colombiana de Estadística},
    YEAR    = {2011},
    volume  = {34},
    number  = {3},
    pages   = {513-543}
}

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