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

Authors : Mustafa TEKİN, Serkan ERYILMAZ

Pages : 16-21

Doi:10.33773/jum.506505

View : 12 | Download : 5

Publication Date : 2019-01-30

Article Type : Research Paper

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