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Α new mixed δ-shock model with a change in shock distribution

Author

Listed:
  • Stathis Chadjiconstantinidis

    (University of Piraeus)

  • Altan Tuncel

    (Kirikkale University)

  • Serkan Eryilmaz

    (Atilim University)

Abstract

In this paper, reliability properties of a system that is subject to a sequence of shocks are investigated under a particular new change point model. According to the model, a change in the distribution of the shock magnitudes occurs upon the occurrence of a shock that is above a certain critical level. The system fails when the time between successive shocks is less than a given threshold, or the magnitude of a single shock is above a critical threshold. The survival function of the system is studied under both cases when the times between shocks follow discrete distribution and when the times between shocks follow continuous distribution. Matrix-based expressions are obtained for matrix-geometric discrete intershock times and for matrix-exponential continuous intershock times, as well.

Suggested Citation

  • Stathis Chadjiconstantinidis & Altan Tuncel & Serkan Eryilmaz, 2023. "Α new mixed δ-shock model with a change in shock distribution," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 491-509, October.
    • Handle: RePEc:spr:topjnl:v:31:y:2023:i:3:d:10.1007_s11750-022-00649-x
    DOI: 10.1007/s11750-022-00649-x
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    References listed on IDEAS

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    1. Yi Jiang, 2020. "A new δ-shock model for systems subject to multiple failure types and its optimal order-replacement policy," Journal of Risk and Reliability, , vol. 234(1), pages 138-150, February.
    2. Fermín Mallor & Javier Santos, 2003. "Reliability of systems subject to shocks with a stochastic dependence for the damages," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 427-444, December.
    3. Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein, 2022. "On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1627-1650, September.
    4. Mohammad Hossein Poursaeed, 2021. "Reliability analysis of an extended shock model," Journal of Risk and Reliability, , vol. 235(5), pages 845-852, October.
    Full references (including those not matched with items on IDEAS)

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