Estimation in coherent reliability systems through copulas

Serkan Eryilmaz

Reliability Engineering and System Safety, 2011, vol. 96, issue 5, 564-568

Abstract: The problem of estimating the parameter of a common distribution of components' lifetimes from system's lifetime data is of interest and importance in reliability engineering. The present paper deals with this problem when the common component distribution is exponential with mean μ and the lifetimes of components have an exchangeable joint distribution which is constructed by the help of Archimedean copula. In particular we obtain moment estimator of μ for Clayton and Ali-Mikhail-Haq copulas. We illustrate the findings of the paper for a special class of coherent systems called consecutive k-within-m-out-of-n:F system. A simulation study is performed to investigate the properties of the moment estimator. The method presented in this paper can be applied to all coherent systems.

Keywords: Copulas; Exchangeable lifetimes; Maximal signature; Moment estimator (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:96:y:2011:i:5:p:564-568

DOI: 10.1016/j.ress.2010.12.024

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