Time-dependent stress–strength reliability models based on phase type distribution

Joby K. Jose () and M. Drisya ()
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Joby K. Jose: Kannur University
M. Drisya: Kannur University

Computational Statistics, 2020, vol. 35, issue 3, No 18, 1345-1371

Abstract: Abstract In many of the real-life situations, the strength of a system and stress applied to it changes as time changes. In this paper, we consider time-dependent stress–strength reliability models subjected to random stresses at random cycles of time. Each run of the system causes a change in the strength of the system over time. We obtain the stress–strength reliability of the system at time t when the initial stress and initial strength of the system follow continuous phase type distribution and the time taken for completing a run, called the cycle time, is a random variable which is assumed to have exponential, gamma or Weibull distribution. Using simulated data sets we have studied the variation in stress–strength reliability at different time points corresponding to different sets of parameters of the model.

Keywords: Random cycle times; Exponential distribution; Gamma distribution; Weibull distribution; EM algorithm (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00180-020-00991-3

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