{"title":"基于copula函数的因变量应力-强度可靠度","authors":"M. B. Ghalibaf","doi":"10.3934/jdg.2022014","DOIUrl":null,"url":null,"abstract":"The stress-strength model is a basic model in the field of reliability, but it still has some obvious limitations in many applications. Therefore, considering different aspects and using different methods to investigate the stress-strength model has been one of the main research directions of reliability. In this paper, we suppose the problem of evaluating reliability considering the stress and strength as dependent variables when the association is modeled by the copula function. By using Monte Carlo simulation, we estimate the reliability measure \\begin{document}$ R $\\end{document} for dependent margins by choosing various copulas and known marginal distributions to belong to a specific class of parametric models, here the Dagum family. Finally, the application of the copula-based approach in reliability modelling is illustrated using two medical data sets. The results of these two data sets show the effectiveness of this method in reliability modelling.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"413 1","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Stress-strength reliability with dependent variables based on copula function\",\"authors\":\"M. B. Ghalibaf\",\"doi\":\"10.3934/jdg.2022014\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The stress-strength model is a basic model in the field of reliability, but it still has some obvious limitations in many applications. Therefore, considering different aspects and using different methods to investigate the stress-strength model has been one of the main research directions of reliability. In this paper, we suppose the problem of evaluating reliability considering the stress and strength as dependent variables when the association is modeled by the copula function. By using Monte Carlo simulation, we estimate the reliability measure \\\\begin{document}$ R $\\\\end{document} for dependent margins by choosing various copulas and known marginal distributions to belong to a specific class of parametric models, here the Dagum family. Finally, the application of the copula-based approach in reliability modelling is illustrated using two medical data sets. The results of these two data sets show the effectiveness of this method in reliability modelling.\",\"PeriodicalId\":42722,\"journal\":{\"name\":\"Journal of Dynamics and Games\",\"volume\":\"413 1\",\"pages\":\"\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Dynamics and Games\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3934/jdg.2022014\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Dynamics and Games","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3934/jdg.2022014","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 1
摘要
The stress-strength model is a basic model in the field of reliability, but it still has some obvious limitations in many applications. Therefore, considering different aspects and using different methods to investigate the stress-strength model has been one of the main research directions of reliability. In this paper, we suppose the problem of evaluating reliability considering the stress and strength as dependent variables when the association is modeled by the copula function. By using Monte Carlo simulation, we estimate the reliability measure \begin{document}$ R $\end{document} for dependent margins by choosing various copulas and known marginal distributions to belong to a specific class of parametric models, here the Dagum family. Finally, the application of the copula-based approach in reliability modelling is illustrated using two medical data sets. The results of these two data sets show the effectiveness of this method in reliability modelling.
Stress-strength reliability with dependent variables based on copula function
The stress-strength model is a basic model in the field of reliability, but it still has some obvious limitations in many applications. Therefore, considering different aspects and using different methods to investigate the stress-strength model has been one of the main research directions of reliability. In this paper, we suppose the problem of evaluating reliability considering the stress and strength as dependent variables when the association is modeled by the copula function. By using Monte Carlo simulation, we estimate the reliability measure \begin{document}$ R $\end{document} for dependent margins by choosing various copulas and known marginal distributions to belong to a specific class of parametric models, here the Dagum family. Finally, the application of the copula-based approach in reliability modelling is illustrated using two medical data sets. The results of these two data sets show the effectiveness of this method in reliability modelling.
期刊介绍:
The Journal of Dynamics and Games (JDG) is a pure and applied mathematical journal that publishes high quality peer-review and expository papers in all research areas of expertise of its editors. The main focus of JDG is in the interface of Dynamical Systems and Game Theory.