期刊名称:Brazilian Journal of Probability and Statistics
印刷版ISSN:0103-0752
出版年度:2014
卷号:28
期号:2
页码:275-287
DOI:10.1214/12-BJPS206
语种:English
出版社:Brazilian Statistical Association
摘要:We consider parametric accelerated failure time models with random effects to predict the probability of possibly correlated failures occurring in oil wells. In this context, we first consider empirical Bayes predictors (EBP) based on a Weibull distribution for the failure times and on a Gaussian distribution for the random effects. We also obtain empirical best linear unbiased predictors (EBLUP) using a linear mixed model for which the form of the distribution of the random effects is not specified. We compare both approaches using data obtained from an oil-drilling company and suggest how the results may be employed in designing a preventive maintenance program.