Goodness-of-fit test for homogeneous gamma process under a general sampling scheme
摘要
Degradation models are more and more used in reliability analysis. Among the most classical models, one can cite the Wiener process with a linear drift and the gamma process. Such models can be used to define complex maintenance policies, for instance. However, up to now, no goodness-of-fit test has been proposed formally for a general sampling scheme. In this paper, we first derive a moments method estimator for independent and gamma distributed random variables with common rate parameter (the shape being possibly different for each random variables) for which we provide asymptotic properties. Next, we consider a goodness-of-fit test for such sequence of random variables. This is an extension of a test derived by Villaseñor and González-Estrada (Villaseñor and González-Estrada