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On the dependency in stress-strength models | ||
International Journal of Nonlinear Analysis and Applications | ||
مقالات آماده انتشار، اصلاح شده برای چاپ، انتشار آنلاین از تاریخ 17 تیر 1404 اصل مقاله (566.88 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22075/ijnaa.2024.34563.5166 | ||
نویسنده | ||
Saeed Zalzadeh* | ||
Department of Statistics, Semnan University, Semnan, Iran | ||
تاریخ دریافت: 05 خرداد 1403، تاریخ بازنگری: 05 تیر 1403، تاریخ پذیرش: 23 تیر 1403 | ||
چکیده | ||
In reliability studies, the probability $R = P(Y < X)$ is called “reliability”, and $X, Y$ are typically considered independent. However, in many applications, such an assumption may be unrealistic. In this paper, we consider the stress-strength reliability $R = P(Y < X)$ where the stress $Y$ and strength $X$ are dependent. We use a copula to describe dependence among random variables $X$ and $Y$. We obtain $R$ for several copula functions with exponential marginal and plot graphs of $R$ versus the dependence parameter to study the effect of (positive and negative) dependency on $R$. | ||
کلیدواژهها | ||
Reliability؛ Kendall’s tau؛ Copula؛ Stress-strength models | ||
مراجع | ||
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