Α new mixed δ-shock model with a change in shock distribution

Stathis Chadjiconstantinidis (), Altan Tuncel () and Serkan Eryilmaz ()
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Stathis Chadjiconstantinidis: University of Piraeus
Altan Tuncel: Kirikkale University
Serkan Eryilmaz: Atilim University

TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2023, vol. 31, issue 3, No 2, 509 pages

Abstract: Abstract In this paper, reliability properties of a system that is subject to a sequence of shocks are investigated under a particular new change point model. According to the model, a change in the distribution of the shock magnitudes occurs upon the occurrence of a shock that is above a certain critical level. The system fails when the time between successive shocks is less than a given threshold, or the magnitude of a single shock is above a critical threshold. The survival function of the system is studied under both cases when the times between shocks follow discrete distribution and when the times between shocks follow continuous distribution. Matrix-based expressions are obtained for matrix-geometric discrete intershock times and for matrix-exponential continuous intershock times, as well.

Keywords: Delta shock model; Mixed shock model; Matrix-geometric distributions; Matrix-exponential distributions; Reliability; Primary 62N05; Secondary 62E15 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s11750-022-00649-x

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