EconPapers    
Economics at your fingertips  
 

Lifetime distribution of two discrete censored δ shock models

Lina Bian, Ming Ma, Hua Liu and Jian Hua Ye

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 14, 3451-3463

Abstract: In this paper, two classes of censored δ shock models are studied. The first model is the lattice renewal binomial censored δ shock model, in which shocks occur independently at discrete time epochs according to Bernoulli trials. The second model is the Markovian-censored δ shock model, in which shocks arrive in accordance with a discrete time Markov chain. In both censored δ shock models, lifetime distributions of the considered systems are derived. By using the probability generating function method, the expectation and variance of the lifetime in the binomial-censored δ shock model are obtained, too. Some numerical examples are also provided to illustrate the proposed model.

Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2018.1477961 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:14:p:3451-3463

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2018.1477961

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:48:y:2019:i:14:p:3451-3463