Title :
Statistical Inference for Heavy-Tailed Distributions in Technical Systems
Author :
Karagrigoriou, Alex ; Vonta, Ilia
Author_Institution :
Dept. of Math., Univ. of the Aegean, Samos, Greece
Abstract :
In this work we explore the class of heavy-tailed distributions and discuss their signicance in reliability engineering. At the same time we discuss measures of divergence which are extensively used in statistics in various elds. In this paper we rely on such measures to evaluate the residual and past lifetimes of events which are associated with the tail part of the distribution. More specifically, we propose a class of goodness of t tests based on Csiszar´s class of measures designed for heavy-tailed distributions.
Keywords :
reliability theory; remaining life assessment; statistical distributions; statistical testing; Csiszar measure class; divergence measures; even-past lifetime evaluation; event residual lifetime evaluation; goodness of fit tests; heavy-tailed distributions; reliability engineering; statistical inference; technical systems; Distribution functions; Probability density function; Random variables; Reliability engineering; Shape; Time measurement; Heavy-tailed distributions; divergence measures; goodness of fit tests; reliability engineering;
Conference_Titel :
Availability, Reliability and Security (ARES), 2014 Ninth International Conference on
Conference_Location :
Fribourg
DOI :
10.1109/ARES.2014.62
