AN APPLICATION OF PHASE-TYPE DISTRIBUTIONS IN A RELIABILITY SHOCK MODEL

Year 2019, , 16 - 21, 30.01.2019

Mustafa Tekin , Serkan Eryılmaz

https://doi.org/10.33773/jum.506505

Cited By: 2

Abstract

Phase-type distributions have been found to be very useful in reliability,
queueing theory, and some other operational research applications. In this
work, we de_ne a new mixed shock model and study lifetime properties of the
corresponding system using phase-type distributions. The system under concern
fails upon the occurrence of k consecutive shocks of size at least d1 or a
single large shock of size at least d2, d1 < d2. In particular, using
closure properties of phase-type distributions, we obtain survival function and
mean time to failure of the system. Optimal replacement time is also studied. 

Keywords

. Reliability, Shock models, Phase type distribution

References

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