【作者】 王华； 程侃；

【Author】 Wang Hua Cheng Kan(Institute of Applied Mathematics;Academy of Mathematics and Systems Science, Chinese Academy of Sciences Beijin 100080 China)

【机构】 中科院应用数学研究所；

【摘要】 逆高斯(IG)分布起源于有正漂移的Brown运动中的首达时分布,它有着许多引人注目的性质;本文讨论了IG分布的可靠度、失效率函数与平均剩余寿命的渐近性状;阐明了剩余寿命分布的渐近指数性及其渐近表示;对于IG分布在串联系统、并联系统、表决系统以及冷储备系统等随机模型中的运用进行了讨论;并且探讨了IG分布关于其参数分布族的随机序、凸序、Laplace变换序,以及所属的寿命分布类。更多还原

【Abstract】 The inverse Gaussian distribution dates beak to the first passage time of Brownian motion with positive drift, and it has many attractive properties. This paper analyzes the properties of IGD related to the aspects of reliability, especially the asymptotic expressions of failure rate and mean residual life, and investigates the applications of IGD to the series system, parallel system, k-out-of-n system and cold standby re-dundent system; explores and ascertains the relation of the parameter distribution families to stochastic ordering, convex ordering, l^aplace transformation ordering and the life distribution classes of IG law.更多还原