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Reliability Modeling using Asymmetric Copula Functions
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Sedigheh Shams *   |
| Alzahra University |
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Abstract: (618 Views) |
| Copula functions are useful tools in modeling the dependence between random variables, but most existing copula functions are symmetric, while in many applications, asymmetric joint functions are required. One of these applications is reliability modeling, where asymmetric joint functions can explain different tail dependencies and provide a better model. Therefore, the theory of constructing asymmetric copula functions that can model a wider range of data has been developed. In this research, while reviewing the methods of creating asymmetric copula functions that can provide various tail dependencies, these functions are used to estimate the two-dimensional reliability of data on the age an usage of Rana and Dana cars. |
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| Keywords: Copula function, Asymmetric copula function, Tail dependence, Reliability. |
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Full-Text [PDF 193 kb]
(488 Downloads)
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Type of Study: Research |
Subject:
Special
Received: 2022/07/24 | Accepted: 2023/03/1 | Published: 2023/03/10
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