Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and MCMC
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-30
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
A novel reliability assessment method for degradation product with two dependent performance characteristics (PCs) is proposed, which is different from existing work that only utilized one dimensional degradation data.
In this model, the dependence of two PCs is described by the Frank copula function, and each PC is governed by a random effected nonlinear diffusion process where random effects capture the unit to unit differences.
Considering that the model is so complicated and analytically intractable, Markov Chain Monte Carlo (MCMC) method is used to estimate the unknown parameters.
A numerical example about LED lamp is given to demonstrate the usefulness and validity of the proposed model and method.
Numerical results show that the random effected nonlinear diffusion model is very useful by checking the goodness of fit of the real data, and ignoring the dependence between PCs may result in different reliability conclusion.
American Psychological Association (APA)
Hao, Huibing& Su, Chun. 2014. Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and MCMC. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-477458
Modern Language Association (MLA)
Hao, Huibing& Su, Chun. Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and MCMC. Mathematical Problems in Engineering No. 2014 (2014), pp.1-11.
https://search.emarefa.net/detail/BIM-477458
American Medical Association (AMA)
Hao, Huibing& Su, Chun. Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and MCMC. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-477458
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-477458