DocumentCode
66954
Title
Modeling Dependence Between Two Multi-State Components via Copulas
Author
Eryilmaz, S.
Author_Institution
Dept. of Ind. Eng., Atilim Univ., Ankara, Turkey
Volume
63
Issue
3
fYear
2014
fDate
Sept. 2014
Firstpage
715
Lastpage
720
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;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/TR.2014.2313807
Filename
6784048
Link To Document