On Lifetimes Influenced by a Common Environment

Abstract

Consider the lifelengths T sub 1,...., T sub k of k components subjected to a randomly varying environment. They are dependent on each other because of their common dependence on the environment. The parameters of the model are the distribution of the random process which describes the environment and a set of rate functions which determine the probability law of T sub 1,..., T sub k as a function of the distribution of the environment. We find conditions on the parameters of the model which imply tha T sub 1,..., T sub k are associated. Other conditions which imply that T sub 1,..., T sub k have the multivariate aging properties IHR (increasing hazard rate) and NBU (new better than used) are also described. Also, two such models are compared. In particular, we characterize the parameters of these models so that stochastic ordering between the two vectors of resulting lifetimes can be obtained.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1987
Accession Number
ADA198273

Entities

People

  • Erhan Cinlar
  • J. G. Shanthikumar
  • Moshe Shaked

Organizations

  • Princeton University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Business Administration
  • California
  • Civil Engineering
  • Differential Equations
  • Engineering
  • Environment
  • Equations
  • Markov Processes
  • Mathematics
  • Probability
  • Random Variables
  • Scientific Research
  • Standards
  • Stochastic Processes
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design