Modeling Dependence Between Two Multi-State Components Via Copulas
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Date
2014
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Ieee-inst Electrical Electronics Engineers inc
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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.
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Eryilmaz, Serkan/0000-0002-2108-1781
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Keywords
Copulas, multi-state components, s-dependence
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Q1
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Volume
63
Issue
3
Start Page
715
End Page
720