Consecutive k-within-m-out-of-n:F system with exchangeable components

Eryilmaz, Serkan and Kan, Cihangir and Akici, Fatih (2009): Consecutive k-within-m-out-of-n:F system with exchangeable components. Published in: Naval Research Logistics

Abstract

As a generalization of k-out-of-n:F and consecutive k-out-of-n:F systems, the consecutive k-within-m-out-of-n:F system consists of n linearly ordered components such that the system fails iff there are m consecutive components which include among them at least k failed components. In this article, the reliability properties of consecutive k-within-m-out-of-n:F systems with exchangeable components are studied. The bounds and approximations for the survival function are provided. A Monte Carlo estimator of system signature is obtained and used to approximate survival function. The results are illustrated and numerics are provided for an exchangeable multivariate Pareto distribution.

• Item Type: MPRA Paper
• Language: English
• Keywords: exchangeable lifetimes; meantime to failure; Monte Carlo simulation; moving order statistics; multivariate Pareto distribution; Samaniego’s signature
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: General; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C15 - Statistical Simulation Methods: General

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