Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model

Mariusz Bieniek (), Marco Burkschat () and Tomasz Rychlik ()
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Mariusz Bieniek: Maria Curie Skłodowska University
Marco Burkschat: RWTH Aachen University
Tomasz Rychlik: Polish Academy of Sciences

Methodology and Computing in Applied Probability, 2020, vol. 22, issue 1, 173-189

Abstract: Abstract In the failure dependent proportional hazard model, it is assumed that identical components work jointly in a system. At the moments of consecutive component failures the hazard rates of still operating components can change abruptly due to a change of the load acting on each component. The modification of the hazard rate consists in multiplying the original rate by a positive constant factor. Under the knowledge of the system structure and parameters of the failure dependent proportional hazard model, we determine tight lower and upper bounds on the expected differences between the system and component lifetimes, measured in various scale units based on the central absolute moments of the component lifetime. The results are specified for the systems with unimodal Samaniego signatures.

Keywords: Coherent system; Failure dependent proportional hazard model; Generalized order statistics; Samaniego signature; Sharp bound; Primary: 62N05; Secondary: 60E15; 62G30 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11009-019-09695-8

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