“…Accordingly, three system states are involved in the two-stage failure process, ie, normal, defective, and failure states. The delay time concept is firstly proposed by Christer to describe such failure process, 1 and over the past several decades various delay time models have been developed to analyze system reliability and optimal maintenance policy, eg, Christer and Wang, Wang, Flage, Peng et al, Liu et al, and Wang et al [2][3][4][5][6][7] It is worth noting that existing delay time models are investigated under the assumption that the durations in normal and defective stages are independent, which is restrictive in engineering practice because a variety of industrial systems are operating in dynamic environment and subject to random shocks such as extreme weathers, fluctuated voltages, and random stress. The same shock process can affect the random durations of the normal and defective stages, eg, Liu et al, Jiang et al, Dong and Cui, and Qiu et al [8][9][10][11] Due to the shared shock process, the durations of the two stages are dependent.…”