IDEAS home Printed from https://ideas.repec.org/a/gam/jstats/v6y2023i4p70-1125d1264160.html
   My bibliography  Save this article

An Archimedean Copulas-Based Approach for m -Consecutive- k -Out-of- n : F Systems with Exchangeable Components

Author

Listed:
  • Ioannis S. Triantafyllou

    (Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece)

Abstract

It is evident that several real-life applications, such as telecommunication systems, call for the establishment of consecutive-type networks. Moreover, some of them require more complex connectors than the ones that exist already in the literature. Thereof, in the present work we provide a signature-based study of a reliability network consisting of identical m -consecutive- k -out-of- n : F structures with exchangeable components. The dependency of the components of each system is modeled with the aid of well-known Archimedean copulas. Exact formulae for determining the expected lifetime of the underlying reliability scheme are provided under different Archimedean copulas-based assumptions. Several numerical results are carried out to shed light on the performance of the resulting consecutive-type design. Some thoughts on extending the present study to more complex consecutive-type reliability structures are also discussed.

Suggested Citation

  • Ioannis S. Triantafyllou, 2023. "An Archimedean Copulas-Based Approach for m -Consecutive- k -Out-of- n : F Systems with Exchangeable Components," Stats, MDPI, vol. 6(4), pages 1-12, October.
  • Handle: RePEc:gam:jstats:v:6:y:2023:i:4:p:70-1125:d:1264160
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2571-905X/6/4/70/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2571-905X/6/4/70/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Frahm, Gabriel & Junker, Markus & Szimayer, Alexander, 2003. "Elliptical copulas: applicability and limitations," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 275-286, July.
    2. Eryilmaz, Serkan, 2011. "Estimation in coherent reliability systems through copulas," Reliability Engineering and System Safety, Elsevier, vol. 96(5), pages 564-568.
    3. Eryilmaz, Serkan & Unlu, Kamil Demirberk, 2023. "A new generalized δ-shock model and its application to 1-out-of-(m+1):G cold standby system," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    4. Levitin, Gregory & Xing, Liudong & Dai, Yuanshun, 2014. "Optimal component loading in 1-out-of-N cold standby systems," Reliability Engineering and System Safety, Elsevier, vol. 127(C), pages 58-64.
    5. Eryilmaz, Serkan, 2017. "The effectiveness of adding cold standby redundancy to a coherent system at system and component levels," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 331-335.
    6. Eryilmaz, Serkan & Ozkut, Murat, 2020. "Optimization problems for a parallel system with multiple types of dependent components," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
    7. Cui, Lirong & Kuo, Way & Li, Jinlin & Xie, Min, 2006. "On the dual reliability systems of (n,f,k) and," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1081-1088, June.
    8. Smith, Michael Stanley, 2023. "Implicit Copulas: An Overview," Econometrics and Statistics, Elsevier, vol. 28(C), pages 81-104.
    9. Akshay Kumar & S.B. Singh & Mangey Ram, 2019. "Reliability appraisal for consecutive- k -out-of- n :F system of non-identical components with intuitionistic fuzzy set," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 36(3), pages 362-374.
    10. Ioannis S. Triantafyllou, 2022. "Signature-Based Analysis of the Weighted- r -within-Consecutive- k -out-of- n : F Systems," Mathematics, MDPI, vol. 10(15), pages 1-13, July.
    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. Murat Ozkut, 2022. "Comparison of the replacement policy in k-out-of-n systems having dependent components," Journal of Risk and Reliability, , vol. 236(1), pages 125-137, February.
    2. Ioannis S. Triantafyllou, 2023. "Combined m -Consecutive- k -Out-of- n : F and Consecutive k c -Out-of- n : F Structures with Cold Standby Redundancy," Mathematics, MDPI, vol. 11(12), pages 1-13, June.
    3. Ioannis S. Triantafyllou & Miltiadis Chalikias, 2023. "Consecutive- k 1 and k 2 -out-of- n : F Structures with a Single Change Point," Stats, MDPI, vol. 6(1), pages 1-12, March.
    4. Wang, Chaonan & Wang, Xiaolei & Xing, Liudong & Guan, Quanlong & Yang, Chunhui & Yu, Min, 2021. "A Fast and Accurate Reliability Approximation Method for Heterogeneous Cold Standby Sparing Systems," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    5. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Papers 1604.01338, arXiv.org.
    6. Mansour Shrahili & Mohamed Kayid, 2023. "Stochastic Orderings of the Idle Time of Inactive Standby Systems," Mathematics, MDPI, vol. 11(20), pages 1-21, October.
    7. Levitin, Gregory & Xing, Liudong & Dai, Yuanshun, 2018. "Heterogeneous 1-out-of-N warm standby systems with online checkpointing," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 127-136.
    8. Amirhossain Chambari & Javad Sadeghi & Fakhri Bakhtiari & Reza Jahangard, 2016. "A note on a reliability redundancy allocation problem using a tuned parameter genetic algorithm," OPSEARCH, Springer;Operational Research Society of India, vol. 53(2), pages 426-442, June.
    9. Torrado, Nuria, 2022. "Optimal component-type allocation and replacement time policies for parallel systems having multi-types dependent components," Reliability Engineering and System Safety, Elsevier, vol. 224(C).
    10. Rodríguez, Joanna & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2015. "Failure modeling of an electrical N-component framework by the non-stationary Markovian arrival process," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 126-133.
    11. Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
    12. Levitin, Gregory & Xing, Liudong & Dai, Yuanshun, 2023. "Optimizing uploading and downloading pace distribution in system with two non-identical storage units," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    13. Nabil Kazi-Tani & Didier Rullière, 2019. "On a construction of multivariate distributions given some multidimensional marginals," Post-Print hal-01575169, HAL.
    14. Chen, Wu-Lin & Wang, Kuo-Hsiung, 2018. "Reliability analysis of a retrial machine repair problem with warm standbys and a single server with N-policy," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 476-486.
    15. Mendes, Beatriz Vaz de Melo & Arslan, Olcay, 2006. "Multivariate Skew Distributions Based on the GT-Copula," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(2), November.
    16. Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
    17. Kim, Heungseob, 2018. "Maximization of system reliability with the consideration of component sequencing," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 64-72.
    18. Ioannis S. Triantafyllou, 2020. "On the Consecutive k 1 and k 2 -out-of- n Reliability Systems," Mathematics, MDPI, vol. 8(4), pages 1-16, April.
    19. Mohamed Kayid & Mashael A. Alshehri, 2023. "Stochastic Comparisons of Lifetimes of Used Standby Systems," Mathematics, MDPI, vol. 11(14), pages 1-17, July.
    20. Eryilmaz, Serkan & Ozkut, Murat, 2020. "Optimization problems for a parallel system with multiple types of dependent components," Reliability Engineering and System Safety, Elsevier, vol. 199(C).

    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:gam:jstats:v:6:y:2023:i:4:p:70-1125:d:1264160. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.