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On δ-shock model with a change point in intershock time distribution

Stathis Chadjiconstantinidis and Serkan Eryilmaz

Statistics & Probability Letters, 2024, vol. 208, issue C

Abstract: In this paper, we study the reliability of a system that works under δ-shock model. That is, the system failure occurs when the time between two successive shocks is less than a given threshold δ. In a traditional setup of the δ shock model, the intershock times are assumed to have the same distribution. In the present setup, a change occurs in the distribution of the intershock times due to an environmental effect. Thus, the distribution of the intershock times changes after a random number of shocks. The reliability of the system is studied under this change point setup.

Keywords: Change point; Reliability; Shock model; MTTF; Discrete phase-type distribution (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110046

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