COBAREA: The COpula-BAsed REliability and Availability Modeling Environment

Abstract

As an alternative to fault trees being able to deal with inter-component dependencies, we present a tool based on copulas. Copulas are a way of specifying joint distributions if only the marginal probabilities are known. In terms of system reliability, this can be interpreted as inferring the system state vector probability from the component state probabilities. What makes copulas a valuable modeling method for large reliability models isthe separation of the component distributions (the marginals) and the dependencies. Therefore, copulas can be used with arbitrary fault tree evaluation algorithms.