Multivariate distributions for the life lengths of components of a system sharing a common environment
- 1 June 1986
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 23 (2) , 418-431
- https://doi.org/10.2307/3214184
Abstract
In assessing the reliability of a system of components, it is usual to suppose the components to fail independently of each other. Often this is inappropriate because the common environment acting on all components induces correlation. For example, a harsh environment will encourage early failure of all components. A simple model that incorporates such dependencies is described, and several properties of this model investigated. Calculations are carried out for a parallel system of two components. Inequalities for multicomponent systems are suggested. The results generalize easily.Keywords
This publication has 13 references indexed in Scilit:
- The Interval Estimation of System Reliability from Component Test DataOperations Research, 1984
- Bayes Empirical BayesJournal of the American Statistical Association, 1981
- Improved bounds for the availability and unavailability in a fixed time interval for systems of maintained, interdependent componentsAdvances in Applied Probability, 1980
- A Bayesian Estimation of the Reliability of Coherent StructuresOperations Research, 1978
- A Concept of Positive Dependence for Exchangeable Random VariablesThe Annals of Statistics, 1977
- Multivariate Logistic DistributionsThe Annals of Statistics, 1973
- Bivariate Failure RateJournal of the American Statistical Association, 1971
- A Multivariate Exponential DistributionJournal of the American Statistical Association, 1967
- Multivariate Pareto DistributionsThe Annals of Mathematical Statistics, 1962
- A Bivariate Extension of the Exponential DistributionJournal of the American Statistical Association, 1961