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dc.date.accessioned2018-11-15T17:25:56Z
dc.date.available2018-11-15T17:25:56Z
dc.date.created2018-03-27T12:33:41Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/10852/65562
dc.description.abstractFor large multicomponent systems it is typically too costly to monitor the entire system constantly. In the present paper we consider a case where a component is unobserved in a time interval [0, T]. Here T is a stochastic variable with a distribution which depends om the structure of the system and the lifetime distribution of the other components. Thus, different systems will result in different distributions of T, the main focus of the paper is on how the unobserved period of time affects what we learn about the unobserved component during this period. We analyse this by considering three different cases. In the first case we consider both T as well as the state of the unobserved component at time T as given. In the second case we allow the state of the unobserved component at time T to be stochastic, while in the third case both T and the state are treated as stochastic variable. In all cases we study the problem using preposterior analysis. That is, we investigate how much information we can expect to get by the end of the time interval [0, T]. The methodology is also illustrated on a more complete example.
dc.languageEN
dc.publisherUniversitetet i Oslo
dc.relation.ispartofStatistical research report (Universitetet i Oslo. Matematisk institut
dc.relation.ispartofseriesStatistical research report (Universitetet i Oslo. Matematisk institut
dc.titlePartial monitoring of multistage systems
dc.typeReport
dc.creator.authorSkutlaberg, Kristina
dc.creator.authorHuseby, Arne
dc.creator.authorNatvig, Bent
dc.date.embargoenddate2020-08-13
cristin.unitcode185,15,0,0
cristin.unitnameDet matematisk-naturvitenskapelige fakultet
cristin.ispublishedtrue
cristin.fulltextpreprint
dc.identifier.cristin1575908
dc.identifier.pagecount26
dc.identifier.urnURN:NBN:no-68174
dc.subject.nviVDP::Forsikringsmatematikk og risikoanalyse: 417
dc.type.documentRapport
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/65562/1/partialMonitor.pdf
dc.type.versionSubmittedVersion


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