RecordNumber
4034
Author
Entezari , Marjan
Crop_Body
Marjan Entezari and Rasool Roozegar
Title of Article
The Lifetime Behavior of a New Discrete Time Mixed -shock Model
Title Of Journal
مجله پژوهشهاي آماري ايران
PublishInfo
Statistical Research and Training Center پژوهشكده آمار
Publication Year
2020
Volum
17
Issue Number
1
Page
215-234
Keywords
Discrete time. , extreme shocks , interarrival times , lifetime , markov chain
Abstract
In this study, a mixed -shock model with discrete-time is defined
by combining -shock and extreme shock models. In this model, a system
with multiple states fails in two ways: first, when k interarrival times between
two consecutive shocks with magnitude larger than the critical threshold
are in [1; 2]; 1 < 2; and second, when the interarrival time between two
consecutive shocks is less than 1. The lifetime of the system and the Markov
chain of the system’s lifetime under the proposed mixed -shock model is
obtained. Also, the mean lifetime of the system is calculated and a numerical
example for validating the analytical results is established here