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:: Volume 17, Issue 1 (8-2020) ::
JSRI 2020, 17(1): 215-234 Back to browse issues page
The Lifetime Behavior of a New Discrete Time Mixed $delta$-shock Model
Marjan Entezari1 , Rasool Roozegar2
1- Yazd University
2- Yazd University , rroozegar@yazd.ac.ir
Abstract:   (628 Views)
In this study, a mixed $delta$-shock model with discrete-time is defined by combining $delta$-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 $gamma$ are in $[delta_1, delta _2], delta_1 < delta _2$; and second, when the interarrival time between two consecutive shocks is less than $delta_1$. The lifetime of the system and the Markov chain of the system's lifetime under the proposed mixed $delta$-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.
Keywords: Discrete time, extreme shocks, interarrival times, lifetime, markov chain, mixed $delta$-shock model.
Full-Text [PDF 677 kb]   (705 Downloads)    
Type of Study: Applicable | Subject: General
Received: 2022/08/16 | Accepted: 2023/01/11 | Published: 2020/08/22
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Entezari M, Roozegar R. The Lifetime Behavior of a New Discrete Time Mixed $delta$-shock Model. JSRI 2020; 17 (1) :215-234
URL: http://jsri.srtc.ac.ir/article-1-422-en.html


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Volume 17, Issue 1 (8-2020) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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