On the limit theorem for life time distribution connected with some reliability systems and their validation by means of the Monte Carlo method

Abstract

We prove the limit theorem for life time distribution connected with reliability systems when their life time is a Pascal Convolution of independent and identically distributed random variables. We show that, in some conditions, such distributions may be approximated by means of Erlang distributions. As a consequnce, survival functions for such systems may be, respectively, approximated by Erlang survival functions. By using Monte Carlo method we experimantally confirm the theoretical results of our theorem.