Use of copula functions in error assessment due to deviation from dependence assumption

2025/03/27 by Bhattacharjee, Subarna, Nanda, Aninda Kumar, Patra, Subhashree
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2503.21286

Abstract

In this paper, we analyze the relative errors in various reliability measures due to the tacit assumption that the components associated with a n-component series system or a parallel system are independently working where the components are dependent. We use Copula functions in said error analysis. This technique generalizes the existing work on error assessment for many wide class of distributions.

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