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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Multicomponent Systems with Correlated Failures

Presented by Richard Arnold, Victoria University of Wellington

14 October 2013 14:00 in CM221

We present a general approach to model specification and inference in systems with correlated component failures. We use Independent Overlapping Subsystem models, where a component's failure time is the time of the earliest failure in all of the subsystems of which it is a part, and each of those subsystems has an independent failure process. We apply this method to observations of an Independent Overlapping Subsystems model that associates individual shock processes with sets of overlapping subsystems made up of groupings of components, giving examples for various system configurations (series, parallel, and other arrangements). Work done with Stefanka Chukova, Yu Hayakawa.

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