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基于Copula的部件相依并联系统可靠性分析 被引量:7

On the Effect of Copula for Reliability of Parallel System with Dependent Components
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摘要 应用Copula函数,研究了部件相依的并联系统可靠性问题,给出了F-G-M Copula函数下并联系统的可靠度、平均寿命、失效率的表达式,讨论了部件下象限相关下并联系统的平均寿命与部件独立时系统的平均寿命的关系,通过算例分析了部件个数与部件相依关系对系统平均寿命的影响。 The paper studies reliability of parallel system with dependent parts by using the property of Copulas,then it solves the problem about the reliabilities,the average life and the expression of the failure rate,and investigates relation between the average life of parallel system with lower orthant and the average life of system with independent components,moreover,it analyses the number of components and the dependence relation to the impact of the average life through examples.
作者 钟波 孙永波
出处 《数理统计与管理》 CSSCI 北大核心 2011年第2期363-369,共7页 Journal of Applied Statistics and Management
基金 国家自然科学基金项目(No.50607021)
关键词 并联系统 可靠性 下象限相关 COPULA Farlie-Gumbel-Morgenstern族 parallel systems reliability lower orthant dependent copula Farlie-Gumbel-Morgenstern family
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