Series Systems and Reliability Demonstration Tests

For series systems at equilibrium, the exponential distribution for times between failures is reasonably well justified. In the transient state, the exponential distribution applies also, but with a time varying scale parameter. Ignoring this parameter and using a partly aged system to make inferences about the mean life of a fully aged system can lead to very misleading outcomes. In particular, we show that reliability demonstration tests may have unacceptably high consumer's risk when applied in this manner.