PRESERVATION OF PHASE-TYPE DISTRIBUTIONS UNDER POISSON SHOCK-MODELS

被引:7
|
作者
MANOHARAN, M
SINGH, H
MISRA, N
机构
关键词
RELIABILITY; MIXED POISSON PROCESSES; SURVIVAL FUNCTION;
D O I
10.2307/1427739
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we consider the life distribution H(t) of a device subject to shocks governed by a finite mixture of homogeneous Poisson processes. It will be shown that if (p(k)), the probabilities that the device fails on the kth shock, has a discrete phase-type (DPH) distribution, then H(t) is continuous phase-type (CPH). The relationship between the mean values of (p(k)) and H(t) is established.
引用
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页码:223 / 225
页数:3
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