Sensitivity analysis for the block replacement policy
Mitra Fouladirad  1@  , Antoine Grall  1@  , Christian Paroissin  2@  
1 : Charles Delaunay Institute - The Laboratory of Systems Modelling and Dependability  (ICD-LM2S)  -  Website
University of Technology of Troyes
2 : UPPA
CNRS : UMR5142

This paper proposes a sensitivity analysis of the block replacement policy when the unknown parameters of the time-to-failure are unknown but can be estimated. Based on the asymptotic normality of the parameters estimator and the -method, the asymptotic distribution of various quantities is derived and therefore the sensitivity of the block replacement policy to the parameter estimations is analyzed. An application to the case of exponentially distributed lifetime is proposed.


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