Preservation of phase-type distributions under Poisson shock models

Authors
Manoharan, M. Singh, Harshinder Misra, Neeraj
Citation
M. Manoharan, et al., Preservation of phase-type distributions under Poisson shock models, Advances in applied probability , 24(1), 1992, pp. 223-225
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
24
Issue
1
Year of publication
1992
Pages
223 - 225
Database
ACNP
SICI code
Abstract
In this paper, we consider the life distribution H(t) of a device subject to shocks governed by a finite mixture of homogeneous Poisson processes. It will be shown that if (pk), the probabilities that the device fails on the kth shock, has a discrete phase-type (DPH) distribution, then H(t) is continuous phase-type (CPH). The relationship between the mean values of (pk) and H(t) is established.