{"title":"Reliability of a Multicomponent Stress-strength Model Based on a Bivariate Kumaraswamy Distribution with Censored Data","authors":"Cong-hua Cheng","doi":"10.1007/s10255-024-1044-4","DOIUrl":null,"url":null,"abstract":"<div><p>In this paper, we consider a system which has <i>k</i> statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type-II censored scheme. These elements (<i>X</i><sub>1</sub>, <i>Y</i><sub>1</sub>), (<i>X</i><sub>2</sub>, <i>Y</i><sub>2</sub>), ⋯, (<i>X</i><sub><i>k</i></sub>, <i>Y</i><sub><i>k</i></sub>) follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress <i>T</i> which follows a Kumaraswamy distribution. The system is regarded as operating only if at least <i>s</i> out of <i>k</i> (1 ≤ <i>s</i> ≤ <i>k</i>) strength variables exceed the random stress. The multicomponent reliability of the system is given by <i>R</i><sub><i>s,k</i></sub>=<i>P</i>(at least <i>s</i> of the (<i>Z</i><sub>1</sub>, ⋯, <i>Z</i><sub><i>k</i></sub>) exceed <i>T</i>) where <i>Z</i><sub><i>i</i></sub> = min(<i>X</i><sub><i>i</i></sub>, <i>Y</i><sub><i>i</i></sub>), <i>i</i> = 1, ⋯, <i>k</i>. The Bayes estimates of <i>R</i><sub><i>s,k</i></sub> have been developed by using the Markov Chain Monte Carlo methods due to the lack of explicit forms. The uniformly minimum variance unbiased and exact Bayes estimates of <i>R</i><sub><i>s,k</i></sub> are obtained analytically when the common second shape parameter is known. The asymptotic confidence interval and the highest probability density credible interval are constructed for <i>R</i><sub><i>s,k</i></sub>. The reliability estimators are compared by using the estimated risks through Monte Carlo simulations.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"40 2","pages":"478 - 507"},"PeriodicalIF":0.9000,"publicationDate":"2024-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Acta Mathematicae Applicatae Sinica, English Series","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s10255-024-1044-4","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type-II censored scheme. These elements (X1, Y1), (X2, Y2), ⋯, (Xk, Yk) follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress T which follows a Kumaraswamy distribution. The system is regarded as operating only if at least s out of k (1 ≤ s ≤ k) strength variables exceed the random stress. The multicomponent reliability of the system is given by Rs,k=P(at least s of the (Z1, ⋯, Zk) exceed T) where Zi = min(Xi, Yi), i = 1, ⋯, k. The Bayes estimates of Rs,k have been developed by using the Markov Chain Monte Carlo methods due to the lack of explicit forms. The uniformly minimum variance unbiased and exact Bayes estimates of Rs,k are obtained analytically when the common second shape parameter is known. The asymptotic confidence interval and the highest probability density credible interval are constructed for Rs,k. The reliability estimators are compared by using the estimated risks through Monte Carlo simulations.
在本文中,我们考虑了一个具有 k 个统计独立且同分布强度分量的系统,每个分量都是由一对具有双重 II 型剔除方案的统计依赖元素构成的。这些元素 (X1,Y1)、(X2,Y2)、⋯、(Xk,Yk) 遵循双变量库马拉斯瓦米分布,每个元素都暴露在一个遵循库马拉斯瓦米分布的共同随机应力 T 下。只有当 k 个(1 ≤ s ≤ k)强度变量中至少有 s 个超过随机应力时,系统才被视为正常运行。系统的多组件可靠性由 Rs,k=P(at least s of the (Z1, ⋯, Zk) exceed T) 给出,其中 Zi = min(Xi, Yi), i = 1, ⋯, k。由于缺乏明确的形式,Rs,k 的贝叶斯估计值是通过使用马尔科夫链蒙特卡罗方法得出的。当已知共同的第二形状参数时,Rs,k 的均匀最小方差无偏和精确贝叶斯估计值可通过分析获得。构建了 Rs,k 的渐近置信区间和最高概率密度可信区间。通过蒙特卡罗模拟,利用估计的风险对可靠性估计值进行比较。
期刊介绍:
Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.