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Reliability modeling of systems with two dependent degrading components based on gamma processes

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  • Zhengqiang Pan
  • Quan Sun
  • Jing Feng

Abstract

Many engineering systems have multiple components with more than one degradation measure which is dependent on each other due to their complex failure mechanisms, which results in some insurmountable difficulties for reliability work in engineering. To overcome these difficulties, the system reliability prediction approaches based on performance degradation theory develop rapidly in recent years, and show their superiority over the traditional approaches in many applications. This paper proposes reliability models of systems with two dependent degrading components. It is assumed that the degradation paths of the components are governed by gamma processes. For a parallel system, its failure probability function can be approximated by the bivariate Birnbaum–Saunders distribution. According to the relationship of parallel and series systems, it is easy to find that the failure probability function of a series system can be expressed by the bivariate Birnbaum–Saunders distribution and its marginal distributions. The model in such a situation is very complicated and analytically intractable, and becomes cumbersome from a computational viewpoint. For this reason, the Bayesian Markov chain Monte Carlo method is developed for this problem that allows the maximum likelihood estimates of the parameters to be determined in an efficient manner. After that, the confidence intervals of the failure probability of systems are given. For an illustration of the proposed model, a numerical example about railway track is presented.

Suggested Citation

  • Zhengqiang Pan & Quan Sun & Jing Feng, 2016. "Reliability modeling of systems with two dependent degrading components based on gamma processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(7), pages 1923-1938, April.
  • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:7:p:1923-1938
    DOI: 10.1080/03610926.2013.870201
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    Cited by:

    1. Palayangoda, Lochana K. & Ng, Hon Keung Tony, 2021. "Semiparametric and nonparametric evaluation of first-passage distribution of bivariate degradation processes," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    2. Fang, Guanqi & Pan, Rong & Hong, Yili, 2020. "Copula-based reliability analysis of degrading systems with dependent failures," Reliability Engineering and System Safety, Elsevier, vol. 193(C).

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