Coherent systems based on sequential order statistics

Coherent systems based on sequential order statistics

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Article ID: iaor201112738
Volume: 58
Issue: 2
Start Page Number: 123
End Page Number: 135
Publication Date: Mar 2011
Journal: Naval Research Logistics (NRL)
Authors: ,
Keywords: statistics: inference, datamining, stochastic processes, markov processes
Abstract:

The sequential order statistics (SOS) are a good way to model the lifetimes of the components in a system when the failure of a component at time t affects the performance of the working components at this age t. In this article, we study properties of the lifetimes of the coherent systems obtained using SOS. Specifically, we obtain a mixture representation based on the signature of the system. This representation is used to obtain stochastic comparisons. To get these comparisons, we obtain some ordering properties for the SOS, which in this context represent the lifetimes of k-out-of-n systems. In particular, we show that they are not necessarily hazard rate ordered.

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