基于Copula函数的应力-强度模型可靠度的非参数估计

Nonparametric Estimation for Reliability of the Stress-Strength Model Based on Copula Function

  • 摘要: 本文研究了相关的应力变量和强度变量在右删失的情形下, 应力-强度模型可靠度的非参数估计. 其中变量之间的相关关系采用常见的Farlie-Gumbel-Morgenstern copula函数和Clayton copula函数来度量. 采用经验过程的理论, 本文建立了所提出估计量的相合性及渐近正态性. 数值模拟的结果表明所提出的方法在有限样本下表现良好. 本文所提出的方法在实际中有广泛的应用前景.

     

    Abstract: In this paper, a nonparametric method for reliability of the stress-strength model is proposed when the dependent stress variable and strength variable are subject to right censoring. The dependence between variables is measured by the common Farlie-Gumbel-Morgenstern copula function and Clayton copula function. Using the empirical process theory, consistency and asymptotic normality of the proposed estimator is established in this paper. The results of numerical simulation show that the proposed method performs well in the case of finite sample. The method proposed in this paper has a wide application prospect in practice.

     

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