PRESERVATION OF PHASE-TYPE DISTRIBUTIONS UNDER POISSON SHOCK-MODELS

被引：7
|
作者：
MANOHARAN, M
SINGH, H
MISRA, N
机构：
来源：
ADVANCES IN APPLIED PROBABILITY | 1992年 / 24卷 / 01期
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
收藏
页码：223 / 225
页数：3
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