An extended stochastic failure model for a system subject to random shocks

Ji Hwan Cha; Eui Yong Lee

doi:10.1016/j.orl.2010.06.004

An extended stochastic failure model for a system subject to random shocks

Ji Hwan Cha, Eui Yong Lee

Department of Statistics

Research output: Contribution to journal › Article › peer-review

18 Scopus citations

Abstract

In this article, a stochastic failure model for a system subject to a random shock process is studied. It is assumed that a fatal shock results in an immediate system failure, whereas a non-fatal shock may increase the susceptibility of the system to failure. The lifetime distribution of the system and its failure rate function are derived, and the effect of environmental factors on the failure process of the system is also investigated. Lifetimes of systems operated under different environmental conditions are stochastically compared.

Original language	English
Pages (from-to)	468-473
Number of pages	6
Journal	Operations Research Letters
Volume	38
Issue number	5
DOIs	https://doi.org/10.1016/j.orl.2010.06.004
State	Published - Sep 2010

Bibliographical note

Funding Information:
The work of the first author was supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2009-0093827). The work of the second author was supported by the Korea Science and Engineering Foundation (KOSEF) grant funded by the Korea government (MOST) (No. R01-2007-000-20045-0 ).

Keywords

Baseline failure rate function
Compound failure rate function
Extreme shock model
Failure rate increment
Poisson shock process
Stochastic ordering

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10.1016/j.orl.2010.06.004

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abstract = "In this article, a stochastic failure model for a system subject to a random shock process is studied. It is assumed that a fatal shock results in an immediate system failure, whereas a non-fatal shock may increase the susceptibility of the system to failure. The lifetime distribution of the system and its failure rate function are derived, and the effect of environmental factors on the failure process of the system is also investigated. Lifetimes of systems operated under different environmental conditions are stochastically compared.",

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N2 - In this article, a stochastic failure model for a system subject to a random shock process is studied. It is assumed that a fatal shock results in an immediate system failure, whereas a non-fatal shock may increase the susceptibility of the system to failure. The lifetime distribution of the system and its failure rate function are derived, and the effect of environmental factors on the failure process of the system is also investigated. Lifetimes of systems operated under different environmental conditions are stochastically compared.

AB - In this article, a stochastic failure model for a system subject to a random shock process is studied. It is assumed that a fatal shock results in an immediate system failure, whereas a non-fatal shock may increase the susceptibility of the system to failure. The lifetime distribution of the system and its failure rate function are derived, and the effect of environmental factors on the failure process of the system is also investigated. Lifetimes of systems operated under different environmental conditions are stochastically compared.

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KW - Compound failure rate function

KW - Extreme shock model

KW - Failure rate increment

KW - Poisson shock process

KW - Stochastic ordering

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SP - 468

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JO - Operations Research Letters

JF - Operations Research Letters

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ER -

An extended stochastic failure model for a system subject to random shocks

Abstract

Bibliographical note

Keywords

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