Abstract
We consider coherent systems with components whose exchangeable lifetime distributions come from the failure-dependent proportional hazard model, i.e., the consecutive failures satisfy the assumptions of the generalized order statistics model. For a fixed system and given failure rate proportion jumps, we provide sharp bounds on the deviations of system lifetime distribution quantiles from the respective quantiles of single component nominal and actual lifetime distributions. The bounds are expressed in the scale units generated by the absolute moments of various orders of the component lifetime centered about the median of its distribution.
Similar content being viewed by others
References
Aki S, Hirano K (1997) Lifetime distributions of consecutive-\(k\)-out-of-\(n\): F systems. Nonlinear Anal 30:555–562
Balakrishnan N, Beutner E, Kamps U (2011) Modeling parameters of a load-sharing system through link functions in sequential order statistics models and associated inference. IEEE Trans Reliab 60:605–611
Barlow RE, Proschan F (1981) Statistical theory of reliability and life testing. To Begin With, Silver Spring, Maryland
Bieniek M (2007) Variation diminishing property of densities of uniform generalized order statistics. Metrika 65:297–309
Bieniek M (2008) Projection bounds on expectations of generalized order statistics from DD and DDA families. J Stat Plan Inference 138:971–981
Boland P (2001) Signatures of indirect majority systems. J Appl Probab 38:597–603
Boland P, Samaniego FJ (2004) The signature of a coherent system and its applications in reliability. In: Soyer R, Mazzuchi TA, Singpurwalla ND (eds) Mathematical reliability: an expository perspective, Internat Ser Oper Res Managament Sci, vol 67. Kluwer, Boston, pp 1–29
Burkschat M (2009) Systems with failure-dependent lifetimes of components. J Appl Probab 46:1052–1072
Burkschat M, Lenz B (2009) Marginal distributions of the counting process associated with generalized order statistics. Commun Stat Theory Methods 38:2089–2106
Burkschat M, Navarro J (2013) Dynamic signatures of coherent systems based on sequential order statistics. J Appl Probab 50:272–287
Burkschat M, Navarro J (2016) Stochastic comparisons of systems based on sequential order statistics via properties of distorted distributions. Probab Eng Inf Sci. doi:10.1017/S0269964817000018
Cramer E (2016) Sequential order statistics. Wiley StatsRef: Statistics Reference Online, pp 1–7
Cramer E, Kamps U (2001) Sequential \(k\)-out-of-\(n\) systems. In: Balakrishnan N, Rao CR (eds) Handbook of statistics—advances in reliability, vol 20. Elsevier, Amsterdam, pp 301–372
Cramer E, Kamps U (2003) Marginal distributions of sequential and generalized order statistics. Metrika 58:293–310
Dziubdziela W, Kopociński B (1976) Limiting properties of the k-th record values. Appl Math 15:187–190
Hollander M, Peña EA (1995) Dynamic reliability models with conditional proportional hazard rates. Lifetime Data Anal 1:377–401
Kamps U (1995a) A concept of generalized order statistics. J Stat Plan Inference 48:1–23
Kamps U (1995b) A concept of generalized order statistics. Teubner, Stuttgart
Kamps U (2016) Generalized order statistics. Wiley StatsRef: Statistics Reference Online, pp 1–12
Kamps U, Cramer E (2001) On distributions of generalized order statistics. Statistics 35:269–280
Marichal J-L, Mathonet P, Waldhauser T (2011) On signature-based expressions of system reliability. J Multivar Anal 102:1410–1416
Navarro J (2016) Stochastic comparisons of generalized mixtures and coherent systems. TEST 25:150–169
Navarro J, Burkschat M (2011) Coherent systems based on sequential order statistics. Naval Res Logist 58:123–135
Navarro J, Rubio R (2009) Computations of coherent systems with five components. Commun Stat Theory Methods 39:68–84
Navarro J, Balakrishnan N, Samaniego FJ, Bhattacharya D (2008) On the application and extension of system signatures to problems in engineering reliability. Naval Res Logist 55:313–327
Pham-Gia T, Hung TL (2001) The mean and median absolute deviations. Math Comput Model 34:921–936
Rychlik T (1993) Bounds for expectation of \(L\)-estimates for dependent samples. Statistics 24:1–7
Rychlik T (2016) Evaluations of quantiles of system lifetime distributions. Eur J Oper Res. doi:10.1016/j.ejor.2016.06.054
Samaniego FJ (1985) On closure of the IFR class under formation of coherent systems. IEEE Trans Reliab 34:69–72
Shaked M, Suarez-Llorens A (2003) On the comparison of reliability experiments based on the convolution order. J Am Stat Assoc 98:693–702
Xue J-H, Titterington DM (2011) The \(p\)-folded cumulative distribution function and the mean absolute deviation from the \(p\)-quantile. Stat Probab Lett 81:1179–1182
Acknowledgements
The second author was supported by National Science Centre, Poland, Grant No. 2015/19/B/ST1/03100. The authors thank the anonymous referees and associate editor for valuable comments that allowed them to improve the presentation of the results.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Burkschat, M., Rychlik, T. Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model. TEST 27, 618–638 (2018). https://doi.org/10.1007/s11749-017-0564-0
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11749-017-0564-0