基于Copulas加速寿命试验中竞争失效模型的统计分析(英文)  

Statistical Analysis of Competing Failure Modes in Accelerated Life Testing Based on Assumed Copulas

作　　者：徐安察[1] 汤银才[2] 

机构地区：[1]温州大学数学与信息科学学院,温州325035 [2]华东师范大学金融与统计学院,上海200241

出　　处：《应用概率统计》2012年第1期51-62,共12页Chinese Journal of Applied Probability and Statistics

基　　金：supported by Natural Science Foundation of China (10571057)

摘　　要：在已有讨论竞争失效数据统计分析的文献中, 大多数都假设失效机理之间相互独立. 本文使用copula作为连接函数来考查加速寿命试验中的竞争失效模型. 通过模拟, 把失效机理相关时得到的结果与失效机理独立时得到的结果做了比较.最后分析了文献中的一个实际数据.Among those papers discussing statistical analysis of competing failure data, most of them assume independence for failure modes. In this paper we use copula as the dependence link function to assess competing risk models in accelerated life testing. We compare via simulation the results of lifetime when the failure modes are dependent with those when the failure modes are independent, and apply our approach to a real data set in the literature.

关 键 词：竞争风险 加速寿命试验 COPULA 

分 类 号：O213.2[理学—概率论与数理统计]