Dependent Lifelengths Induced by Dynamic Environments

Abstract

In assessing the reliability of systems, it is usual to suppose the component lifelengths are independent. This is inappropriate because the common environment acting on all components induces dependence. Assuming the common environment to be static over time, Lindley and Singpurwalla (1986) proposed a simple model that incorporated dependence. In this dissertation, the more realistic case of dynamic environments is considered and its ramifications explored. The investigation leads to the development of new families of multivariate distributions, one having as a special case the multivariate exponential of Marshall and Olkin (1967). Keywords: Stochastic processes, Dependent variables, Multivariate distributions, Multivariate exponential, Gamma process.

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Document Details

Document Type
Technical Report
Publication Date
Feb 14, 1988
Accession Number
ADA223628

Entities

People

  • Mark A. Youngren

Tags

Communities of Interest

  • Engineered Resilient Systems

DTIC Thesaurus Topics

  • Abstracts
  • Distribution Functions
  • Engineering
  • Environment
  • Failure Mode And Effect Analysis
  • Life Tests
  • Markov Processes
  • Normal Distribution
  • Probability
  • Random Variables
  • Reliability
  • Shot Noise
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Theses
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design