Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model

• Marco Burkschat ^[1] ; Tomasz Rychlik ^[2]
  1. [1] Rheinisch-Westfälische Technische Hochschule Aachen University

     Rheinisch-Westfälische Technische Hochschule Aachen University

     Städteregion Aachen, Alemania

     
  2. [2] Polish Academy of Sciences

     Polish Academy of Sciences

     Warszawa, Polonia

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 27, Nº. 3, 2018, págs. 618-638
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • We consider coherent systems with components whose exchangeable lifetime distributions come from the failure-dependent proportional hazard model, i.e., the consecutive failures satisfy the assumptions of the generalized order statistics model. For a fixed system and given failure rate proportion jumps, we provide sharp bounds on the deviations of system lifetime distribution quantiles from the respective quantiles of single component nominal and actual lifetime distributions. The bounds are expressed in the scale units generated by the absolute moments of various orders of the component lifetime centered about the median of its distribution