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
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.
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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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}
}