• DocumentCode
    1251764
  • Title

    A hazard function approximation used in reliability theory

  • Author

    Keren, Baruch ; Mehrez, Abraham

  • Author_Institution
    Dept. of Ind. Eng. & Manage., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
  • Volume
    50
  • Issue
    4
  • fYear
    2001
  • fDate
    12/1/2001 12:00:00 AM
  • Firstpage
    358
  • Lastpage
    359
  • Abstract
    The cumulative hazard function H(n) should accumulate to infinity over the distribution support, because the survivor function is Sf(n)=exp(-H(n)). The widely used approximation for the cumulative hazard function, H(n)≈Σk=1nh(k), for a small value of the hazard function, h(k), can be useful and reasonably accurate for computing the survivor function. For the continuous case, assuming that pdf exists, the H(n) diverges as it should. For the discrete case, two examples show the use of the hazard function approximation. In example A for the uniform probability mass function, the approximation diverges. In example B for the geometric probability mass function, the approximation converges to the finite value, 1.606695, when it should be diverging. The result is surprising in light of the difference between the continuous case, pdf, and the discrete case, pmf. Thus in practice, the approximation must be used with caution
  • Keywords
    failure analysis; function approximation; reliability theory; cumulative hazard function approximation; geometric probability mass function; probability density function; random variable; reliability theory; survivor function; uniform probability mass function; Distribution functions; Engineering management; Function approximation; H infinity control; Hazards; Industrial engineering; Probability density function; Random variables; Reliability theory; Testing;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/24.983394
  • Filename
    983394