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Publisher: Ieee-inst Electrical Electronics Engineers incSubject: Copulas

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    Citation - WoS: 18
    Citation - Scopus: 21
    Modeling Dependence Between Two Multi-State Components Via Copulas
    (Ieee-inst Electrical Electronics Engineers inc, 2014) Eryilmaz, Serkan
    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.