On classes of life distributions: Dichotomous Markov Noise Shock Model With Hypothesis Testing Applications

摘要

In this paper, we investigate the probabilistic characteristics of a unitdriven by Dichotomous Markov Noise (DMN), as an external random life increasingand decreasing shocks. Using DMN, we will define two new aging classes of theoverall increasing/decreasing (OIL/ODL) nature in the long time behavior, whichare separated by an exponential steady state regime. In addition, a momentinequality is derived for the system whose life distribution is in an overalllife decreasing (ODL) class. We use this inequality to devise a nonparametrictesting procedure for exponentiality against an alternative overall decreasinglife distribution.