Investigation of effect due to correlation between components on system reliability
Ayers, David R.
Schwarz, Ira N.
Woods, W. Max
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System reliability estimates are generally made using a model which assumes independence between components, and results are often claimed to be conservative. For a two component serial system bivariate distributions are developed for three cases: (1) bivariate exponential, (2) bivariate geometric, and (3) a composite exponential, geometric bivariate. These distributions are then utilized to investigate the reliability of a two component serial system when an estimate of the correlation coefficient is available. The estimate of the reliability thus obtained is then compared with the corresponding estimate obtained by use of the model which assumes that the system reliability is the product of the component reliabilities. The difference between these two estimates is tabulated for values of the correlation coefficient between -.25 and +.25, for each of the the bivariate distributions. Conditions under which the effect is maximum are explored and a method of approximating the reliability difference is suggested. The writers wish to express their appreciation for the assistance and encouragement given them by Professor Walter Max Woods of the U. S. Naval Postgraduate School in this investigation.
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