Moments of order statistics from DNID discrete random variables with application in reliability

DOI10.1016/J.CAM.2019.112703zbMATH Open1436.62477arXiv1911.11813OpenAlexW2998056728WikidataQ126407408 ScholiaQ126407408MaRDI QIDQ2297145FDOQ2297145

Authors: A. Dembińska, Agnieszka Goroncy 

Publication date: 18 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical evaluation of such moments. To demonstrate their use, we tabulate means and second moments of order statistics from random vectors having some typical discrete distributions with selected parameter values. Next, we apply our results in reliability theory. We establish moments of discrete lifetimes of coherent systems consisting of heterogeneous and not necessarily independently working components. In particular, we obtain expression for expectations and variances of lifetimes of such systems. We give some illustrative examples.

Full work available at URL: https://arxiv.org/abs/1911.11813

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zbMATH Keywords

momentsreliabilitydiscrete distributionsorder statisticscoherent systemsdependent non-identically distributed random variables

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics in engineering and industry; control charts (62P30) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cited In (13)

• Title not available (Why is that?)
• On the number of failed components in a coherent system consisting of multiple types of components
• The number of failed components in a coherent working system when the lifetimes are discretely distributed
• Reliability assessment of a discrete time cold standby repairable system
• Maximum likelihood inference about parameters of geometric lifetimes of heterogeneous components from data collected till failure of a \(k\)-out-of-\(n\):\(G\) system
• On the status of component failures in a working coherent system when the lifetimes are DNID random variables
• Maximum likelihood estimators based on discrete component lifetimes of a \(k\)-out-of-\(n\) system
• On conditional residual lifetimes of coherent systems consisting of components with discrete lifetimes
• A study on the number of failed components in a failed coherent system consisting of different types of components
• Some conditional reliability properties of \(k\)-out-of-\(n\) system composed of different types of components with discrete independent lifetimes
• Discrete time three-state \(k\)-out-of-\(n\) system's failure and numbers of components in each state
• Moments of order statistics and \(k\)-record values arising from the complementary beta distribution with application
• Exact moments of generalized Akash order statistics

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