A system is subjected to shocks of type 1 and type 2 , which are generated by
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A system is subjected to shocks of type 1 and type 2 , which are generated by independent Pólya processes \(\left\{N_{L_{1}}(t), t \geq 0\right\}\) and \(\left\{N_{L_{2}}(t), t \geq 0\right\}\) with respective trend and variance functions
\[\begin{aligned} & E\left(N_{L_{1}}(t)\right)=t, \quad \operatorname{Var}\left(N_{L_{1}}(t)\right)=t+0.5 t^{2} \\ & E\left(N_{L_{2}}(t)\right)=0.5 t, \quad \operatorname{Var}\left(N_{L_{2}}(t)\right)=0.5 t+0.125 t^{2} \end{aligned}\]
(time unit: hour). A shock of any type causes a system failure with probability 1. What is the probability that the system fails within 2 hours due to a shock?
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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