Reliability of Systems Subject to Shocks With a Stochastic Dependence for the Damages

• Autores: Javier Santos Guerrero, Fermín Mallor Giménez
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 12, Nº. 2, 2003, págs. 427-444
• Idioma: inglés
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• Resumen

  • We study a general reliability shock model that extends some classical shock models allowing a correlation structure for the variables involved in its definition. The model is governed by a sequence of random vectors of correlated variables: the intershock time, the magnitude and the damage caused by the shock. The distribution function of the failure time of the system and its mean value are provided. We conclude showing some applications of this kind of models.