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Multivariate distributions for the life lengths of components of a system sharing a common environment

Published online by Cambridge University Press:  14 July 2016

Dennis V. Lindley  and
Nozer D. Singpurwalla
Dennis V. Lindley*
Affiliation:
The George Washington University
Nozer D. Singpurwalla*
Affiliation:
The George Washington University
*
∗Postal address: 2 Periton Lane, Minehead, Somerset TA24 8AQ, England.
∗∗Postal address: Department of Operations Research, School of Engineering and Applied Science, The George Washington University, Washington DC 20052, USA.
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Abstract

In assessing the reliability of a system of components, it is usual to suppose the components to fail independently of each other. Often this is inappropriate because the common environment acting on all components induces correlation. For example, a harsh environment will encourage early failure of all components. A simple model that incorporates such dependencies is described, and several properties of this model investigated. Calculations are carried out for a parallel system of two components. Inequalities for multicomponent systems are suggested. The results generalize easily.

Keywords

DEPENDENT FAILURESRELIABILITY THEORYSYSTEM RELIABILITYMULTIVARIATE PARETOMULTIVARIATE LOGISTICENVIRONMENTAL CONDITIONS
Type
Research Paper
Information
Journal of Applied Probability , Volume 23 , Issue 2 , June 1986 , pp. 418 - 431
Copyright
Copyright © Applied Probability Trust 1986 

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Footnotes

Research supported by Contract N00014–77–C–0263, Project NR–042–372, Office of Naval Research, Grant DAAG 29–84–K–0160, The Army Research Office, and P.O. No. 9-L42–1028Z-1, Los Alamos National Laboratory.

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