Stress-strength reliability with dependent variables based on copula function

Abstract

<p style='text-indent:20px;'>The stress-strength model is a basic model in the field of reliability, but it still has some obvious limitations in many applications. Therefore, considering different aspects and using different methods to investigate the stress-strength model has been one of the main research directions of reliability. In this paper, we suppose the problem of evaluating reliability considering the stress and strength as dependent variables when the association is modeled by the copula function. By using Monte Carlo simulation, we estimate the reliability measure <inline-formula><tex-math id="M1">\begin{document}$ R $\end{document}</tex-math></inline-formula> for dependent margins by choosing various copulas and known marginal distributions to belong to a specific class of parametric models, here the Dagum family. Finally, the application of the copula-based approach in reliability modelling is illustrated using two medical data sets. The results of these two data sets show the effectiveness of this method in reliability modelling.</p>