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Stress-Strength model with Dependency  

Kim, Dae-Kyung (Dept. of Statistics, Chonbuk National University)
Kim, Jin-Woo (Dept. of Finance & Information Statistics, Hallym University)
Park, Dong-Ho (Dept. of Finance & Information Statistics, Hallym University)
Publication Information
Journal of Applied Reliability / v.11, no.4, 2011 , pp. 319-330 More about this Journal
Abstract
We consider the stress-strength model in which a unit of strength $T_2$ is subjected to environmental stress $T_1$. An important measure considered in stress-strength model is the reliability parameter R=P($T_2$ > $T_1$). The greater the value of R is, the more reliable is the unit to perform its specified task. In this article, we consider the situations in which $T_1$ and $T_2$ are both independent and dependent, and have certain bivariate distributions as their joint distributions. To study the effect of dependency on R, we investigate several bivariate distributions of $T_1$ and $T_2$ and compare the values of R for these distributions. Numerical comparisons are presented depending on the parameter values as well.
Keywords
Stress-Strength model; Reliability; Bivariate Distribution; Weibull; Gamma; Dependency;
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