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The Cox-Aalen Models as Framework for Construction of Bivariate Probability Distributions, Universal Representation 被引量:1
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作者 Jerzy K. Filus 《Journal of Statistical Science and Application》 2017年第2期56-63,共8页
Starting with the Aalen (1989) version of Cox (1972) 'regression model' we show the method for construction of "any" joint survival function given marginal survival functions. Basically, however, we restrict o... Starting with the Aalen (1989) version of Cox (1972) 'regression model' we show the method for construction of "any" joint survival function given marginal survival functions. Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values. With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology. Examples of reliability and biomedical applications are given. 展开更多
关键词 Cox model Aalen additive hazards model construction of bivariate probability distributions givenmarginal distributions "joiner" as dependence function "connecting" the marginals general characterization ofbivariate distributions similarity to the copula methodology reliability and biomedical applications
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Dynamic Fatigue Reliability Analysis of Transmission Gear Considering Failure Dependence 被引量:1
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作者 Yonghua Li Xiaoning Bai +1 位作者 Shanshan Shi Shenxuan Wang 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第2期1077-1092,共16页
Multiple failuremodes and strength degradation are usually inherent in the gear transmission system,which brings new challenges for conducting fatigue reliability analysis and design.This paper proposes a novel dynami... Multiple failuremodes and strength degradation are usually inherent in the gear transmission system,which brings new challenges for conducting fatigue reliability analysis and design.This paper proposes a novel dynamic fatigue reliability analysis method for failure dependence and strength degradation based on the combination of theCopula function and Gamma process.Firstly,the dynamic simulation model of the gear transmission system is established to obtain the dynamic stress-time history.The Gamma process is then used to describe the strength degradation to establish the dynamic stress-strength interference model.The marginal distribution functions of tooth contact fatigue and dedendumbending fatigue are calculated respectively based on the dynamic interferencemodel.Finally,the joint distribution of the two failure modes can be obtained by the t-Copula function to characterize the failure dependence,and so the dynamic fatigue reliability considering failure dependence can be estimated.The effectiveness of the proposed method is illustrated with examples.The results reveal the temporal law of reliability and the effects of failure dependence on dynamic fatigue reliability. 展开更多
关键词 Gear transmission system failure dependence dynamic fatigue reliability the Gamma process the copula function
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