Affiliation:
1. Department of Statistical Methods, IUMA University of Zaragoza Zaragoza Spain
2. Universite de Pau et des Pays de l Adour, E2S UPPA, CNRS, LMAP Pau France
Abstract
AbstractA system of components is here considered, with component deterioration modeled by non decreasing time‐scaled Lévy processes. When a component fails, a sudden change in the time‐scaling functions of the surviving components is induced, which makes the components stochastically dependent. We compute the reliability function of coherent systems under this new dependence model. We next study the distribution of the ordered failure times, and establish some positive dependence properties. We also provide stochastic comparison results in the usual multivariate stochastic order between failure times of two dependence models with different parameters. Finally, some numerical experiments illustrate the theoretical results.
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
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