Reliability and Optimal Replacement Policy for an Extreme Shock Model With a Change Point

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2019

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Elsevier Sci Ltd

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Abstract

An extreme shock model when there is a change in the distribution of the magnitudes of shocks is defined and studied. Such a model is useful in practice since a sudden change in environmental conditions may cause a larger shock. In particular, the reliability and mean time to failure of the system is obtained by assuming that the times between arrivals of shocks follow phase-type distribution. The optimal replacement policy that is based on a control limit is also proposed. The results are illustrated when the number of shocks until the change point follows geometric distribution.

Description

Kan, Cihangir/0000-0002-3642-9509; Eryilmaz, Serkan/0000-0002-2108-1781

Keywords

Change point, Extreme shock model, Optimal replacement, Phase-type distribution, Reliability

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58

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190

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