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Convolution of geometrics and a reliability problem

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  • Sen, Ananda
  • Balakrishnan, N.

Abstract

In single-shot expensive tests of a destructive nature, an inverse sampling scheme is often pursued in order to use the available resources efficiently. This is particularly relevant for evaluating reliabilities for systems that are subjected to test-analyze-and-fix programs at successive stages, which cause a change in the failure probabilities across different stages. This note presents an elementary derivation of the distribution of the number of failures under this construct. A numerical illustration is presented by means of a discrete reliability growth model used in the literature. A correspondence with the well-studied pure birth process is pointed out.

Suggested Citation

  • Sen, Ananda & Balakrishnan, N., 1999. "Convolution of geometrics and a reliability problem," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 421-426, July.
  • Handle: RePEc:eee:stapro:v:43:y:1999:i:4:p:421-426
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    References listed on IDEAS

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    1. Ananda Sen & Arthur Fries, 1997. "Estimation in a Discrete Reliability Growth Model Under an Inverse Sampling Scheme," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 211-229, June.
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    Cited by:

    1. Zhao, Peng, 2011. "Some new results on convolutions of heterogeneous gamma random variables," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 958-976, May.
    2. Anindya S. Chakrabarti, 2011. "Firm dynamics in a closed, conserved economy: A model of size distribution of employment and related statistics," Papers 1112.2168, arXiv.org.
    3. Stepanov, A. V. & Balakrishnan, N. & Hofmann, Glenn, 2003. "Exact distribution and Fisher information of weak record values," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 69-81, August.
    4. Zhao, Xuejing & Fouladirad, Mitra & Bérenguer, Christophe & Bordes, Laurent, 2010. "Condition-based inspection/replacement policies for non-monotone deteriorating systems with environmental covariates," Reliability Engineering and System Safety, Elsevier, vol. 95(8), pages 921-934.
    5. Thierry E. Huillet, 2019. "Partitioning Problems Arising From Independent Shifted-Geometric and Exponential Samples With Unequal Intensities," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(6), pages 1-31, November.
    6. Zhao, Peng & Balakrishnan, N., 2009. "Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1717-1723, August.
    7. Zhao, Peng & Balakrishnan, N., 2010. "Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 969-974, June.
    8. Chaoran Hu & Vladimir Pozdnyakov & Jun Yan, 2020. "Density and distribution evaluation for convolution of independent gamma variables," Computational Statistics, Springer, vol. 35(1), pages 327-342, March.
    9. Zhao, Peng & Balakrishnan, N., 2009. "Mean residual life order of convolutions of heterogeneous exponential random variables," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1792-1801, September.
    10. Zhao, Peng & Hu, Taizhong, 2010. "On hazard rate ordering of the sums of heterogeneous geometric random variables," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 44-51, January.
    11. George P. Yanev, 2020. "Exponential and Hypoexponential Distributions: Some Characterizations," Mathematics, MDPI, vol. 8(12), pages 1-10, December.
    12. Ben O’Neill, 2022. "An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 3229-3260, December.

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