Survival Function of Hypo-Exponential Distributions.
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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The reliability of a system is the probability that the system will survive or complete an intended mission of certain duration. Describing all possible ways that a system can survive a mission in reliability shorthand gives a simple approach to reliability computations. Reliability computation for a system defined by shorthand notation is greatly dependent upon the convolution problem. Assuming constant component failure rates, this paper presents an analytical approach and a computer program for computing the reliability of any convolution of independent and exponentially distributed random variables. Keywords include Exponential Distribution, System Reliability, Convolutions, Hypo-Exponential Distribution.
- Statistics and Probability