Multivariate Shock Models for Distributions with Increasing Hazard Rate Average
Marshall, Albert W. ; Shaked, Moshe
Ann. Probab., Tome 7 (1979) no. 6, p. 343-358 / Harvested from Project Euclid
Suppose that $n$ devices are subjected to shocks occurring randomly in time as events in a Poisson process. Upon occurrence of the $i$th shock the devices suffer nonnegative random damages with joint distribution $F_i$. Damages from successive shocks are independent and accumulate additively. Failure of the $j$th device occurs at the time $T_j$ when its accumulated damage first exceeds its breaking threshold $x_j$. If $\tau$ is the life function of a coherent system, then the system life length $\tau(T_1, \cdots, T_n)$ has a distribution with increasing hazard rate average providing that $F_1, F_2, \cdots$ satisfy a multivariate stochastic ordering condition that depends upon $\tau$. If $F_1 = F_2 = \cdots$ and $\bar{H}$ is the joint survival function of $T_1, \cdots, T_n$, then $\lbrack\bar{H}(\alpha\mathbf{t})\rbrack^{1/\alpha}$ is decreasing in $\alpha$ for all $\mathbf{t} \geqslant 0. \bar{H}$ also satisfies a multivariate "new better than used" property. Moreover $T_1, \cdots, T_n$ are associated when $F_1 = F_2 = \cdots$. Examples of specific distributions are given which arise from the shock model, including a new bivariate gamma distribution which reduces to the bivariate exponential distribution of Marshall and Olkin as a special case.
Publié le : 1979-04-14
Classification:  Shock models,  Poisson process,  reliability,  multivariate life distributions,  increasing hazard rate average,  62H05,  60K10,  62N05
@article{1176995092,
     author = {Marshall, Albert W. and Shaked, Moshe},
     title = {Multivariate Shock Models for Distributions with Increasing Hazard Rate Average},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 343-358},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995092}
}
Marshall, Albert W.; Shaked, Moshe. Multivariate Shock Models for Distributions with Increasing Hazard Rate Average. Ann. Probab., Tome 7 (1979) no. 6, pp.  343-358. http://gdmltest.u-ga.fr/item/1176995092/