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Use of copula functions for the reliability of series systems

Jorge Alberto Achcar (Department of Social Medicine, Universidade de São Paulo, Ribeirão Preto, Brazil)
Fernando Antonio Moala (Department of Statistics, Universidade Estadual Paulista, UNESP, Presidente Prudente, Brazil)

International Journal of Quality & Reliability Management

ISSN: 0265-671X

Article publication date: 1 June 2015

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Abstract

Purpose

The purpose of this paper is to provide a new method to estimate the reliability of series system by using copula functions. This problem is of great interest in industrial and engineering applications.

Design/methodology/approach

The authors introduce copula functions and consider a Bayesian analysis for the proposed models with application to the simulated data.

Findings

The use of copula functions for modeling the bivariate distribution could be a good alternative to estimate the reliability of a two components series system. From the results of this study, the authors observe that they get accurate Bayesian inferences for the reliability function considering large samples sizes. The Bayesian parametric models proposed also allow the assessment of system reliability for multicomponent systems simultaneously.

Originality/value

Usually, the studies of systems reliability engineering assume independence among the component lifetimes. In the approach the authors consider a dependence structure. Using standard classical inference methods based on asymptotical normality of the maximum likelihood estimators for the parameters the authors could have great computational difficulties and possibly, not accurate inference results, which there is not found in the approach.

Keywords

Citation

Achcar, J.A. and Moala, F.A. (2015), "Use of copula functions for the reliability of series systems", International Journal of Quality & Reliability Management, Vol. 32 No. 6, pp. 617-634. https://doi.org/10.1108/IJQRM-10-2013-0161

Publisher

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Emerald Group Publishing Limited

Copyright © 2015, Emerald Group Publishing Limited