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The copula-based method for statistical analysis of step-stress accelerated life test with dependent competing failure modes

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  • Yicheng Zhou
  • Zhenzhou Lu
  • Yan Shi
  • Kai Cheng

Abstract

Competing risk usually exists in engineering applications; thus, the study of the statistical inference of accelerated life testing with competing failure modes is of great significance. In this article, we address the statistical analysis of a step-stress accelerated life test in the presence of dependent competing failure modes. The dependence structure among distributions of lifetimes is constructed by copula function with unknown copula parameter. The parametric maximum likelihood estimation is developed to obtain the estimates of underlying parameters. The asymptotic standard errors and asymptotic confidence interval of estimates are also obtained by missing information principle. An extensive simulation study and a real data analysis are carried out to observe the performance of the proposed method. The results of the case studies show that our proposed method is valid and effective for the statistical analysis of step-stress accelerated life test with dependent competing failure modes.

Suggested Citation

  • Yicheng Zhou & Zhenzhou Lu & Yan Shi & Kai Cheng, 2019. "The copula-based method for statistical analysis of step-stress accelerated life test with dependent competing failure modes," Journal of Risk and Reliability, , vol. 233(3), pages 401-418, June.
  • Handle: RePEc:sae:risrel:v:233:y:2019:i:3:p:401-418
    DOI: 10.1177/1748006X18793251
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    References listed on IDEAS

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