The Observed Hazard and Multicomponent Systems.

Abstract

Let X denote the life of some system. We define the observed hazard rate at time t, call it R(t), as the instantaneous probability (density) of failure of X at time t given survival up to t and given a complete description of the system state at t. We conjecture that the total observed hazard--namely, the integral of R(t)dt from the limits of 0 to x--is an exponential random variable with mean 1 and verify this for the special case when X is the distribution of system life of an n component system having an arbitrary monotone structure function. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1980
Accession Number
ADA083174

Entities

People

  • Mark O. Brown
  • Sheldon M. Ross

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Air Force
  • California
  • Distribution Functions
  • Engineering
  • Governments
  • Industrial Engineering
  • Military Research
  • Operations Research
  • Probability
  • Random Variables
  • Scientific Research
  • Survival
  • Systems Engineering
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.