基于Copula的部件相依并联系统可靠性分析  

On the Effect of Copula for Reliability of Parallel System with Dependent Components

作　　者：钟波[1] 孙永波[1] 

机构地区：[1]重庆大学数理学院,重庆400044

出　　处：《数理统计与管理》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)

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.

关 键 词：并联系统 可靠性 下象限相关 COPULA Farlie-Gumbel-Morgenstern族 

分 类 号：O213.2[理学—概率论与数理统计] C102.2[理学—数学]