The Observed Hazard and Multicomponent Systems.
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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Let X denote the life of some system. We define the observed hazard rate at time t, call it Rt, as the instantaneous probability density of failure of X at time t given survival up to t and given a complete description of the system state at t. We conjecture that the total observed hazard--namely, the integral of Rtdt from the limits of 0 to x--is an exponential random variable with mean 1 and verify this for the special case when X is the distribution of system life of an n component system having an arbitrary monotone structure function. Author
- Statistics and Probability
- Operations Research