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Failure distributions in multicomponent systems with imperfect repairs

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  • Richard Arnold
  • Stefanka Chukova
  • Yu Hayakawa

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.

Suggested Citation

  • Richard Arnold & Stefanka Chukova & Yu Hayakawa, 2016. "Failure distributions in multicomponent systems with imperfect repairs," Journal of Risk and Reliability, , vol. 230(1), pages 4-17, February.
    • Handle: RePEc:sae:risrel:v:230:y:2016:i:1:p:4-17
    DOI: 10.1177/1748006X15584853
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    References listed on IDEAS

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