On 𝜹-Shock Model With a Change Point in Intershock Time Distribution

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2024

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Statistics & Probability Letters

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In this paper, we study the reliability of a system that works under 𝛿-shock model. That is, the system failure occurs when the time between two successive shocks is less than a given thresh old 𝛿. In a traditional setup of the 𝛿 shock model, the intershock times are assumed to have the same distribution. In the present setup, a change occurs in the distribution of the intershock times due to an environmental effect. Thus, the distribution of the intershock times changes after a random number of shocks. The reliability of the system is studied under this change point setup.

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Published by Statistics & Probability Letters, DOI 10.1016/j.spl.2024.110046

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Change point, Reliability, Shock model, MTTF, Discrete phase-type distribution.

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