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Reliability Research of Dependent Failure Systems Using Copula
Authors:Xujie Jia  Liying Wang  Chuanhua Wei
Institution:1. School of Science , Minzu University of China , Beijing, China;2. Department of Mathematics and Physics , Shijiazhang Tiedao University , Shijiazhang , China
Abstract:The computation of reliability characteristics of a system that consists of dependent components sometimes becomes difficult, especially when a specific type of dependence is not identified. In this paper, some systems with arbitrary dependent components are studied using copula. In the system, the components are dependent on each other and the dependent relations may be either linear or nonlinear correlation. The efficient formulas are presented to compute the reliability characteristics, such as reliability function, failure rate and meantime to failure of series, parallel and k-out-of-n systems. The reliability functions of dependant systems are compared with independent system. At last, the numerical examples are presented to illustrate the results obtained in this paper.
Keywords:Copula  Dependent failure system  Reliability
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