Stochastic Models in Reliability Engineering

2 System Reliability Assessment with Multivariate Dependence Models

Rong Pan and Guanqi Fang

DOI: 10.4324/9780429331527-2

Contents

• 2.1 Background
  • 2.1.1 A Motivating Example
  • 2.1.2 Literature Review
  • 2.1.3 Overview
• 2.2 Copula Theory
• 2.3 Copula-Based Multivariate Dependence Models
  • 2.3.1 Elliptical Copula (EC)
  • 2.3.2 Exchangeable Archimedean Copula (EAC)
  • 2.3.3 Hierarchical Archimedean Copula (HAC)
    • 2.3.4 Mixed Copula (MC)
    • 2.3.5 Vine Copula (VC)
• 2.4 System Reliability Assessment from Copula Perspective
• 2.5 Revisiting the Motivating Example
  • 2.5.1 Illustration Using EC
  • 2.5.2 Illustration Using EAC
  • 2.5.3 Illustration Using HAC
  • 2.5.4 Illustration Using MC
  • 2.5.5 Illustration Using VC
• 2.6 Discussion and Future Study
• References

2.1 Background ...