Multivariate reliability modelling based on dependent dynamic shock models

被引：11
|
作者：
Cha, Ji Hwan [1 ]
Badia, F. G. [2 ]
机构：
[1] Ewha Womans Univ, Dept Stat, Seoul 120750, South Korea
[2] Univ Zaragoza, Dept Stat, Zaragoza 50018, Spain
来源：
APPLIED MATHEMATICAL MODELLING | 2017年 / 51卷
基金：
新加坡国家研究基金会;
关键词：
Shock models; Nonhomogeneous Poisson process; Common shock; Multivariate IFR; Positive upper orthant dependent; SYSTEM SUBJECT; BIVARIATE; DISTRIBUTIONS; POLICY;
D O I：
10.1016/j.apm.2017.06.032
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, we stochastically model positively dependent multivariate reliability distributions based on stochastically dependent dynamic shock models. In the first part, we consider a shock model with delayed failures. This shock model will be used to construct a class of absolutely continuous multivariate reliability distributions. Explicit parametric forms for the multivariate reliability functions are suggested. Multivariate ageing properties and dependence structures of the class are discussed as well. In the second part, we obtain two types of absolutely continuous multivariate exponential distributions based on further generalized shock models. (C) 2017 Elsevier Inc. All rights reserved.
引用
收藏
页码：199 / 216
页数：18
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