• 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