Failure distributions in multicomponent systems with imperfect repairs

Richard Arnold, Stefanka Chukova and Yu Hayakawa

Journal of Risk and Reliability, 2016, vol. 230, issue 1, 4-17

Abstract: We present a model for correlated failures in multicomponent systems where failed components are repaired. Due to these repairs multiple failures of each component are observable. Repair is instantaneous, but imperfect: in general the component is not returned to the good-as-new condition. Correlation amongst failures and the overall ageing of the system are modelled by treating each component failure as a shock which damages the other components in the system. We construct the likelihood for observations generated by such a system, and show how to simulate from this model. We demonstrate inference of the model parameters with simulated data and two real-world examples.

Keywords: Multi-component system; dependent components; imperfect repairs; simulation; inference (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:sae:risrel:v:230:y:2016:i:1:p:4-17

DOI: 10.1177/1748006X15584853

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