DYNAMIC RELIABILITY MODELING WITH MEDICAL APPLICATIONS

* This article explores a dynamic reliability index for dependent stress and strength variables. Toward this end, a copula approach is utilized to model the association between the two variables. Under Farlie-Gumbel-Morgenstern copula and its generalization, expressions of the reliability measure ar...

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Bibliographic Details
Published inRevstat Vol. 20; no. 1; p. 15
Main Authors Mahdizadeh, M, Ghalibaf, M. Bolbolian
Format Journal Article
LanguageEnglish
Published Instituto Nacional de Estatistica 01.01.2022
Instituto Nacional de Estatística | Statistics Portugal
Subjects
Copula
Dependence structure
stress-strength model
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Summary:* This article explores a dynamic reliability index for dependent stress and strength variables. Toward this end, a copula approach is utilized to model the association between the two variables. Under Farlie-Gumbel-Morgenstern copula and its generalization, expressions of the reliability measure are derived. Numerical results are used to assess effect of the marginal distributions and the reference copula parameters on the reliability index. Application of the proposed method in the context of medicine is also presented. Keywords: * copula; dependence structure; stress-strength model. AMS Subject Classification: * 62N05, 62F86.
ISSN:1645-6726
2183-0371
DOI:10.57805/revstat.v20i1.361