Consecutive k-within-m-out-of-n:F system with exchangeable components

Serkan Eryilmaz, Cihangir Kan and Fatih Akici

MPRA Paper from University Library of Munich, Germany

Abstract: As a generalization of k-out-of-n:F and consecutive k-out-of-n:F systems, the consecutive k-within-m-out-of-n:F system consists of n linearly ordered components such that the system fails iff there are m consecutive components which include among them at least k failed components. In this article, the reliability properties of consecutive k-within-m-out-of-n:F systems with exchangeable components are studied. The bounds and approximations for the survival function are provided. A Monte Carlo estimator of system signature is obtained and used to approximate survival function. The results are illustrated and numerics are provided for an exchangeable multivariate Pareto distribution.

Keywords: exchangeable lifetimes; meantime to failure; Monte Carlo simulation; moving order statistics; multivariate Pareto distribution; Samaniego’s signature (search for similar items in EconPapers)
JEL-codes: C13 C14 C15 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (8)

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