A Stochastic Characterization of Wear-out for Components and Systems

nential life distributions are accepted as characterizing the phenomenon of no wear. The problem of finding a class of life distributions which would similarly reflect the phenomenon of wear-out has been under investigation for some time. In answer to this problem we introduce in this paper the class of IHRA (Increasing Hazard Rate Average) distributions and show that it has, among others, the following optimal properties: (i) it contains the limiting case of no wear, i.e., all exponential distributions, (ii) whenever components which have IHRA life distributions are put together into a coherent system, this system again has an IHRA life distribution, i.e., a system wears out when its components wear out, and (iii) the IHRA class is the smallest class with properties (i) and (ii). 1. Introduction. The nature of many physical devices is to wear out in time. In this paper we endeavor to determine how the wear-out process is reflected as a property of the corresponding life distributions. Wear-out is an intuitively suggestive concept, but its precise stochastic meaning is not immediately evident. However, as a beginning, we review the long accepted stochastic characterization of the phenomenon of no wear. Let T ? 0 be the failure time of a device. Let F(t) = PI T > t} be the complement of the usual distribution function, which we will call the "survival probability." The conditional survival probability for remaining life, given that the device has survived to age x, is Fx(t) = F(x + t)/F(x) if F(x) > 0, Fx(t) = 0 if F(x) = O. A device does not wear if regardless of age an unfailed device is like new, i.e. Fx(t) = Fo(t) for all x, t > 0. It follows that the class of no wear survival probabilities is the class of solutions of the functional equation