On the time to first failure in multicomponent exponential reliability systems

Consider an n-component reliability system having the property that at any time each of its components is either up (i.e., working) or down (i.e., being repaired). Each component acts independently and we suppose that each time the i^th component goes up it remains up for an exponentially distributed time having mean μ_i, and each time it goes down it remains down for an exponentially distributed time having mean υ_i. We further suppose that whether or not the system itself is up at any time depends only on which components are up at that time. We are interested in the distribution of the time of first system failure when all components are initially up at time zero. In section 2 we show that this distribution has the NBU (i.e., new better than used) property, and in Section 3 we make use of this and other results to obtain a lower bound to the mean time until first system failure.