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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:371

Article

Dembinska, Anna¹  Goroncy, Agnieszka² 

[1] Warsaw Univ Technol, Fac Math & Informat Sci, Ul Koszykowa 75, PL-00662 Warsaw, Poland

[2] Nicolaus Copernicus Univ, Fac Math & Comp Sci, Ul Chopina 12-18, PL-87100 Torun, Poland

关键词: Discrete distributions;    Moments;    Order statistics;    Dependent non-identically distributed random variables;    Coherent systems;    Reliability;   

DOI  :  10.1016/j.cam.2019.112703

来源: Elsevier

【 摘 要 】

In this paper, we present methods of obtaining single moments of order statistics arising from possibly 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. (C) 2019 Elsevier B.V. All rights reserved.

【 授权许可】

Free