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Cluster shock models

Published online by Cambridge University Press:  14 July 2016

Peter F. Thall*
Affiliation:
George Washington University
*
Postal address: Department of Statistics, Bldg. C, Room 304, George Washington University, Washington, D.C. 20052, U.S.A.

Abstract

The survival distribution of a device subject to a sequence of shocks occurring randomly over time is studied by Esary, Marshall and Proschan (1973) and by A-Hameed and Proschan (1973), (1975). The present note treats the case in which shocks occur according to a homogeneous Poisson cluster process. It is shown that if [the device survives k shocks] = zk, 0 < z < 1, then the device exhibits a decreasing failure rate. A DFR preservation theorem is proved for completely monotonic . A counterexample to the IFR preservation theorem is given in which is strictly IFR while the failure rate is initially decreasing and then increasing.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 

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