A System Subject to Non-Homogeneous Pure Birth Shocks with Phase-Type Distributions

• Main Authors: Liu, Hong-Zhan, 劉宏展
• Other Authors: Luh, Hsing
• Format: Others
• Language: en_US
• Published: 2019
• Online Access: http://ndltd.ncl.edu.tw/handle/q23ygd

碩士 === 國立政治大學 === 應用數學系 === 107 === We consider a system subject to shocks which occur according to a non-homogeneous pure birth process. The system has two types of failures. Type-I failure can be removed by a repair. Type-II failure can be removed by an unplanned replacement. We assume that the inter-arrival time between consecutive shocks follows phase-type distributions. For example, under a special PH-distribution that is a hypo-exponential distribution, we find the conditions of the existence of stationary probability. Under this model we investigate the age replacement policy. We derive the expected cost rate of a replacement cycle. To find the optimal planned replacement age that minimizes the expected cost rate, we give an efficient algorithm and develop a MALAB tool for implementation. A series of numerical examples motivate us to write a new theorem. That is simpler, more practical, and more intuitive than a previous theorem. This theorem shows the existence of the optimal planned replacement age.