Abstract
We consider a model for systems perturbed by dichotomous noise, in which
the hazard rate function of a random lifetime is subject to additive time-alternating
perturbations described by the telegraph process. This leads us to define a real-valued
continuous-time stochastic process of alternating type expressed in terms of the integrated
telegraph process for which we obtain the probability distribution, mean and
variance. An application to survival analysis and reliability data sets based on confidence
bands for estimated hazard rate functions is also provided.
