AN APPLICATION OF PHASE-TYPE DISTRIBUTIONS IN A RELIABILITY SHOCK MODEL

Abstract

Phase-type distributions have been found to be very useful in reliability, queueing theory, and some other operational research applications. In this work, we de_ne a new mixed shock model and study lifetime properties of the corresponding system using phase-type distributions. The system under concern fails upon the occurrence of k consecutive shocks of size at least d1 or a single large shock of size at least d2, d1 < d2. In particular, using closure properties of phase-type distributions, we obtain survival function and mean time to failure of the system. Optimal replacement time is also studied.