Search Results

Now showing 1 - 10 of 12
  • Article
    Citation - WoS: 14
    Citation - Scopus: 15
    Dynamic Modeling of General Three-State k-out-of-n< Systems: Permanent-Based Computational Results
    (Elsevier Science Bv, 2014) Eryilmaz, Serkan; Xie, Min
    This paper is concerned with dynamic reliability analysis of three-state k-out-of-n:G systems. It is assumed that the components and the systems can be in three states: perfect functioning, partial performance and complete failure. Using the concept of permanent, we study marginal and joint survival functions for the lifetime of two different three-state k-out-of-n:G systems that consist of independent and nonidentical components. Illustrative examples are also provided for the components which follow the Markov degradation process. (C) 2014 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 5
    Citation - Scopus: 5
    On the Sums of Distributions of Order Statistics From Exchangeable Random Variables
    (Elsevier Science Bv, 2013) Eryilmaz, Serkan
    In this paper, we obtain an expression between the sums of the marginal distributions of the order statistics and the common marginal distribution of an exchangeable random sequence. We also derive an expression between the sums of the joint distribution of two order statistics and the two dimensional joint distribution of an exchangeable random sequence. (C) 2013 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 7
    Citation - Scopus: 8
    A new look at dynamic behavior of binary coherent system from a state-level perspective
    (Springer, 2014) Eryilmaz, Serkan
    In this paper we study lifetime properties of binary coherent systems from a state-level perspective. We define and study a system whose performance levels are determined by its total number of working components and structure. That is, the more working components the better performance level for the system. This enables us to make a more detailed analysis of a binary system. We obtain the distributions of the time that is spent by the system in a specific state subset and a specific state. Our analysis is based on the use of system signature. We also define an optimization problem concerned with the determination of the number of warm standby components.
  • Article
    Citation - WoS: 11
    Citation - Scopus: 10
    Modeling of Claim Exceedances Over Random Thresholds for Related Insurance Portfolios
    (Elsevier, 2011) Eryilmaz, Serkan; Gebizlioglu, Omer L.; Tank, Fatih
    Large claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks, determination of retention treaties and capital requirements for solvency. This paper presents a model about claim occurrences in an insurance portfolio that exceed the largest claim of another portfolio providing the same sort of insurance coverages. Two cases are taken into consideration: independent and identically distributed claims and exchangeable dependent claims in each of the portfolios. Copulas are used to model the dependence situations. Several theorems and examples are presented for the distributional properties and expected values of the critical quantities under concern. (C) 2011 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 53
    Citation - Scopus: 60
    On the Mean Residual Life of a k-out-of-n< System With a Single Cold Standby Component
    (Elsevier Science Bv, 2012) Eryilmaz, Serkan
    The concept of mean residual life is one of the most important characteristics that has been widely used in dynamic reliability analysis. It is a useful tool for investigating ageing properties of technical systems. In this paper, we define and study three different mean residual life functions for k-out-of-n:G system with a single cold standby component. In particular, we obtain explicit expressions for the corresponding functions using distributions of order statistics. We also provide some stochastic ordering results associated with the lifetime of a system. We illustrate the results for various lifetime distributions. (c) 2012 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 44
    Citation - Scopus: 53
    On Reliability Analysis of a k-out-of-n< System With Components Having Random Weights
    (Elsevier Sci Ltd, 2013) Eryilmaz, Serkan
    Consider a system consisting of n components each with its own positive integer-valued random weight (capacity). The system is assumed to have a performance level above c if there are at least k working components, and the total weight of all working components is above c. We study the reliability properties of such a system. A recursive formula is obtained for computing the system state probabilities. We present a Monte-Carlo simulation algorithm to observe the time spent by the system in state c or above. The algorithm is based on the use of ordered lifetimes of components. We illustrate the results with numerical computations. (C) 2012 Elsevier Ltd. All rights reserved.
  • Article
    Citation - WoS: 6
    Citation - Scopus: 7
    Order Statistics of Dependent Sequences Consisting of Two Different Sets of Exchangeable Variables
    (Elsevier Science Bv, 2015) Bayramoglu (Bairamov), Ismihan; Eryilmaz, Serkan
    We consider two different sets of exchangeable samples which are assumed to be dependent. A single set of observations is obtained from these two dependent samples. The distribution of single order statistic, and the joint distribution of the minimum and an arbitrary order statistic are derived. The results are illustrated in the context of reliability problem. (C) 2015 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 25
    Citation - Scopus: 33
    Dynamic Behavior of k-out-of-n< Systems
    (Elsevier, 2011) Eryilmaz, Serkan
    In this paper, we study the distribution and expected value of the number of working components at time t in usual and weighted k-out-of-n:G systems under the condition that they are working at time t. We evaluate the distribution of the corresponding conditional random variable and compute its expected value for the systems consisting of independent but nonidentical components. Illustrative examples are presented and an optimization problem which makes use of the conditional random variable is also formulated and solved numerically. (c) 2011 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 12
    Citation - Scopus: 11
    On an Application of Concomitants of Order Statistics
    (Taylor & Francis inc, 2016) Eryilmaz, Serkan
    Let (X-i, Y-i), i = 1, ..., n be a pair where the first coordinate X-i represents the lifetime of a component, and the second coordinate Y-i denotes the utility of the component during its lifetime. Then the random variable Y-[r: n] which is known to be the concomitant of the rth order statistic defines the utility of the component which has the rth smallest lifetime. In this paper, we present a dynamic analysis for an n component system under the above-mentioned concomitant setup.
  • Article
    Citation - WoS: 34
    Citation - Scopus: 30
    Reliability Evaluation for a Multi-State System Under Stress-Strength Setup
    (Taylor & Francis inc, 2011) Eryilmaz, Serkan; Iscioglu, Funda
    The two most commonly used reliability models in engineering applications are binary k-out-of-n:G and consecutive k-out-of-n:G systems. Multi-state k-out-of-n:G and multi-state consecutive k-out-of-n:G systems have been proposed as an extension of these systems and they have been found to be more flexible tool for modeling engineering systems. In this article, multi-state systems, in particular, multi-state k-out-of-n:G and multi-state consecutive k-out-of-n:G, are considered in a stress-strength setup. The states of the system are classified considering the number of components whose strengths above (below) the multiple stresses available in an environment. The exact state probabilities are provided and the results are illustrated for various stress-strength distributions. Maximum likelihood estimators of state probabilities are also presented.