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Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model

Author

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  • Mariusz Bieniek

    (Maria Curie Skłodowska University)

  • Marco Burkschat

    (RWTH Aachen University)

  • Tomasz Rychlik

    (Polish Academy of Sciences)

Abstract

In the failure dependent proportional hazard model, it is assumed that identical components work jointly in a system. At the moments of consecutive component failures the hazard rates of still operating components can change abruptly due to a change of the load acting on each component. The modification of the hazard rate consists in multiplying the original rate by a positive constant factor. Under the knowledge of the system structure and parameters of the failure dependent proportional hazard model, we determine tight lower and upper bounds on the expected differences between the system and component lifetimes, measured in various scale units based on the central absolute moments of the component lifetime. The results are specified for the systems with unimodal Samaniego signatures.

Suggested Citation

  • Mariusz Bieniek & Marco Burkschat & Tomasz Rychlik, 2020. "Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model," Methodology and Computing in Applied Probability, Springer, vol. 22(1), pages 173-189, March.
    • Handle: RePEc:spr:metcap:v:22:y:2020:i:1:d:10.1007_s11009-019-09695-8
    DOI: 10.1007/s11009-019-09695-8
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    References listed on IDEAS

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    1. Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás, 2011. "On signature-based expressions of system reliability," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1410-1416, November.
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    4. Mariusz Bieniek, 2007. "Variation diminishing property of densities of uniform generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 297-309, May.
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    Cited by:

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    2. He Yi & Narayanaswamy Balakrishnan & Lirong Cui, 2022. "On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1717-1734, September.
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