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Now showing 1 - 5 of 5
  • Article
    Citation - WoS: 61
    Citation - Scopus: 72
    Generalized δ-shock model via runs
    (Elsevier Science Bv, 2012) Eryilmaz, Serkan
    According to the delta-shock model, the system fails when the time between two consecutive shocks falls below a fixed threshold delta. This model has a potential application in various fields such as inventory, insurance and system reliability. In this paper, we study run-related generalization of this model such that the system fails when k consecutive interarrival times are less than a threshold delta. The survival function and the mean value of the failure time of the system are explicitly derived for exponentially distributed interarrival times. We also propose a new combined shock model which considers both the magnitudes of successive shocks and the interarrival times. (C) 2011 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 11
    Citation - Scopus: 13
    Geometric Distribution of Order k With a Reward
    (Elsevier Science Bv, 2014) Eryilmaz, Serkan
    In this paper, we introduce and study geometric distribution of order k with a reward. In a sequence of binary trials, suppose that each time a success occurs a random reward is received. The distribution of the number of trials until the sum of consecutive rewards is equal to or exceeds the level k is called geometric distribution of order k with a reward. We obtain expressions for the probability mass function of this distribution. (C) 2014 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 27
    Citation - Scopus: 30
    The Distributions of Sum, Minima and Maxima of Generalized Geometric Random Variables
    (Springer, 2015) Tank, Fatih; Eryilmaz, Serkan
    Geometric distribution of order as one of the generalization of well known geometric distribution is the distribution of the number of trials until the first consecutive successes in Bernoulli trials with success probability . In this paper, it is shown that this generalized distribution can be represented as a discrete phase-type distribution. Using this representation along with closure properties of phase-type distributions, the distributions of sum, minima and maxima of two independent random variables having geometric distribution of order are obtained. Numerical results are presented to illustrate the computational details.
  • Article
    Citation - WoS: 4
    Citation - Scopus: 5
    A New Class of Lifetime Distributions
    (Elsevier Science Bv, 2016) Eryilmaz, Serkan
    In this paper, a new class of lifetime distributions which is obtained by compounding arbitrary continuous lifetime distribution and discrete phase-type distribution is introduced. In particular, the class of exponential-phase type distributions is studied with some details. (C) 2016 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 14
    Citation - Scopus: 17
    Compound Geometric Distribution of Order k
    (Springer, 2017) Koutras, Markos V.; Eryilmaz, Serkan
    The distribution of the number of trials until the first k consecutive successes in a sequence of Bernoulli trials with success probability p is known as geometric distribution of order k. Let T (k) be a random variable that follows a geometric distribution of order k, and Y (1),Y (2),aEuro broken vertical bar a sequence of independent and identically distributed discrete random variables which are independent of T (k) . In the present article we develop some results on the distribution of the compound random variable Y-t.