Title :
Modeling Dependence Between Two Multi-State Components via Copulas
Author_Institution :
Dept. of Ind. Eng., Atilim Univ., Ankara, Turkey
Abstract :
Modeling statistical dependence between two systems or components is an important problem in reliability theory. Such a problem has been well studied for binary systems and components. In the present paper, we provide a way for modeling s-dependence between two multi-state components. Our method is based on the use of copulas which are very popular for modeling s-dependence. We obtain expressions for the joint state probabilities of the two components, and illustrate the results for the case when the degradation in both components follows a Markov process.
Keywords :
Markov processes; probability; reliability theory; Markov process; binary systems; copulas; multistate components; reliability theory; s-dependence modeling; state probabilities; statistical dependence; Computational modeling; Correlation; Degradation; Joints; Markov processes; Reliability theory; Copulas; multi-state components; s-dependence;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.2014.2313807
