IDEAS home Printed from https://ideas.repec.org/a/sae/risrel/v233y2019i5p826-846.html
   My bibliography  Save this article

Correlated reliability and an application: Propulsive landing on Mars

Author

Listed:
  • Hüseyin Sarper

Abstract

This article discusses reliability of landers and provides a review and examples of correlated reliability. Examples are cited to show generally beneficial effects of correlation in system reliability. Then, reliabilities of two near future landing systems are studied using two analytical (Downton, and Marshall & Olkin) bivariate exponential distributions and two simulation methods that incorporate correlation in reliability calculations. Both landing systems are composed of correlated two-unit subsystems. Numerical examples show mean system life, standard deviation of the system life, mean system life confidence interval, and reliability for each lander’s propulsive descent. Both simulation method results are in between the results obtained from the two analytical methods and Downton’s method yields the most conservative reliability. This article also shows how the Downton method–based reliability value can be predicted as a function of the reliabilities obtained from the other three methods. An up-to-date literature review of all related topics is also provided.

Suggested Citation

  • Hüseyin Sarper, 2019. "Correlated reliability and an application: Propulsive landing on Mars," Journal of Risk and Reliability, , vol. 233(5), pages 826-846, October.
    • Handle: RePEc:sae:risrel:v:233:y:2019:i:5:p:826-846
    DOI: 10.1177/1748006X18822241
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/1748006X18822241
    Download Restriction: no
    File URL: https://libkey.io/10.1177/1748006X18822241?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Huifen Chen, 2001. "Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 312-331, November.
    2. Kim, Bara & Kim, Jeongsim, 2011. "Representation of Downton’s bivariate exponential random vector and its applications," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1743-1750.
    3. Bruce W. Schmeiser & Ram Lal, 1982. "Bivariate Gamma Random Vectors," Operations Research, INFORMS, vol. 30(2), pages 355-374, April.
    4. Lance Fiondella & Swapna S. Gokhale, 2010. "Estimating system reliability with correlated component failures," International Journal of Reliability and Safety, Inderscience Enterprises Ltd, vol. 4(2/3), pages 188-205.
    5. Fiondella, Lance & Xing, Liudong, 2015. "Discrete and continuous reliability models for systems with identically distributed correlated components," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 1-10.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Stanhope, Stephen, 2005. "Case studies in multivariate-to-anything transforms for partially specified random vector generation," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 68-79, August.
    2. Jafary, Bentolhoda & Fiondella, Lance, 2016. "A universal generating function-based multi-state system performance model subject to correlated failures," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 16-27.
    3. Jorge A. Sefair & Oscar Guaje & Andrés L. Medaglia, 2021. "A column-oriented optimization approach for the generation of correlated random vectors," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 777-808, September.
    4. Fiondella, Lance & Xing, Liudong, 2015. "Discrete and continuous reliability models for systems with identically distributed correlated components," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 1-10.
    5. Yi-Kuei Lin & Lance Fiondella & Ping-Chen Chang, 2022. "Reliability of time-constrained multi-state network susceptible to correlated component faults," Annals of Operations Research, Springer, vol. 311(1), pages 239-254, April.
    6. Rychlik, Tomasz, 2017. "Evaluations of quantiles of system lifetime distributions," European Journal of Operational Research, Elsevier, vol. 256(3), pages 935-944.
    7. Wang, Derek D. & Ren, Yaoyao, 2024. "Accuracy of Deterministic Nonparametric Frontier Models with Undesirable Outputs," European Journal of Operational Research, Elsevier, vol. 315(2), pages 596-612.
    8. Athanassios N. Avramidis & Nabil Channouf & Pierre L'Ecuyer, 2009. "Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 88-106, February.
    9. Bernardo K. Pagnoncelli & Domingo Ramírez & Hamed Rahimian & Arturo Cifuentes, 2023. "A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 187-204, June.
    10. Hill, Raymond R. & Reilly, Charles H., 2000. "Multivariate composite distributions for coefficients in synthetic optimization problems," European Journal of Operational Research, Elsevier, vol. 121(1), pages 64-77, February.
    11. Tavangar, Mahdi & Bairamov, Ismihan, 2015. "On conditional residual lifetime and conditional inactivity time of k-out-of-n systems," Reliability Engineering and System Safety, Elsevier, vol. 144(C), pages 225-233.
    12. Marcin Dec, 2019. "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers 35, GRAPE Group for Research in Applied Economics.
    13. Bahar Biller, 2009. "Copula-Based Multivariate Input Models for Stochastic Simulation," Operations Research, INFORMS, vol. 57(4), pages 878-892, August.
    14. Beck, André T. & Rodrigues da Silva, Lucas A. & Miguel, Leandro F.F., 2023. "The latent failure probability: A conceptual basis for robust, reliability-based and risk-based design optimization," Reliability Engineering and System Safety, Elsevier, vol. 233(C).
    15. Pan, Zhengqiang & Balakrishnan, Narayanaswamy, 2011. "Reliability modeling of degradation of products with multiple performance characteristics based on gamma processes," Reliability Engineering and System Safety, Elsevier, vol. 96(8), pages 949-957.
    16. Kim, Hwa-Sung & Kim, Bara & Kim, Jerim, 2014. "Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses," Economic Modelling, Elsevier, vol. 41(C), pages 15-22.
    17. Chen, Huifen & Cheng, Yuyen, 2009. "Designing charts for known autocorrelations and unknown marginal distribution," European Journal of Operational Research, Elsevier, vol. 198(2), pages 520-529, October.
    18. Park, Jae-Hyun, 2017. "Time-dependent reliability of wireless networks with dependent failures," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 47-61.
    19. Yanwei Zhang & Vanja Dukic, 2013. "Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 891-919, December.
    20. Kaeyoung Shin & Raghu Pasupathy, 2010. "An Algorithm for Fast Generation of Bivariate Poisson Random Vectors," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 81-92, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:risrel:v:233:y:2019:i:5:p:826-846. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.