Modeling Dependence Between Two Multi-State Components Via Copulas

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2014

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Ieee-inst Electrical Electronics Engineers inc

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Industrial Engineering
(1998)
Industrial Engineering is a field of engineering that develops and applies methods and techniques to design, implement, develop and improve systems comprising of humans, materials, machines, energy and funding. Our department was founded in 1998, and since then, has graduated hundreds of individuals who may compete nationally and internationally into professional life. Accredited by MÜDEK in 2014, our student-centered education continues. In addition to acquiring the knowledge necessary for every Industrial engineer, our students are able to gain professional experience in their desired fields of expertise with a wide array of elective courses, such as E-commerce and ERP, Reliability, Tabulation, or Industrial Engineering Applications in the Energy Sector. With dissertation projects fictionalized on solving real problems at real companies, our students gain experience in the sector, and a wide network of contacts. Our education is supported with ERASMUS programs. With the scientific studies of our competent academic staff published in internationally-renowned magazines, our department ranks with the bests among other universities. IESC, one of the most active student networks at our university, continues to organize extensive, and productive events every year.

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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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Copulas, multi-state components, s-dependence

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Volume

63

Issue

3

Start Page

715

End Page

720

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