Reliability Research of Dependent Failure Systems Using Copula

被引：19

作者：

Jia, Xujie ^{[1
]}

Wang, Liying ^{[2
]}

Wei, Chuanhua ^{[1
]}

机构：

[1] Minzu Univ China, Sch Sci, Beijing 100081, Peoples R China

[2] Shijiazhang Tiedao Univ, Dept Math & Phys, Shijiazhuang, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2014年 / 43卷 / 08期

基金：

中国国家自然科学基金;

关键词：

Dependent failure system; Reliability; Copula; OUT-OF-N; F-SYSTEM; DESIGN;

D O I：

10.1080/03610918.2013.800879

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The computation of reliability characteristics of a system that consists of dependent components sometimes becomes difficult, especially when a specific type of dependence is not identified. In this paper, some systems with arbitrary dependent components are studied using copula. In the system, the components are dependent on each other and the dependent relations may be either linear or nonlinear correlation. The efficient formulas are presented to compute the reliability characteristics, such as reliability function, failure rate and meantime to failure of series, parallel and k-out-of-n systems. The reliability functions of dependant systems are compared with independent system. At last, the numerical examples are presented to illustrate the results obtained in this paper.

引用

页码：1838 / 1851

页数：14

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