Lifetime regression models based on a functional equation of physical nature

Abstract

There are a number of ad hoc regression models for the statistical analysis of lifetime data, but only a few examples exist in which physical considerations are used to characterize the model. In the present paper a complete characterization of a regression model is given by solving a functional equation recurring in the literature for the case of a fatigue problem. The result is that, if the lifetime for given values of the regressor variable and the regressor variable for a given lifetime are both Weibull variables (assumptions which are well founded, at least as approximations, from extreme-value theory in some concrete applications), there are only three families of (conditional) distribution for the lifetime (or for the regressor variable). This model is then applied to a practical problem for illustration.