A load sharing system has several components and the failure of one component can affect the lifetime of the surviving components. Since component failure does not equate to system failure for different system designs, the analysis of the dependency structure between components becomes a meaningful exercise. The Extended Sequential Order Statistics model allows us to model a dependence structure between heterogeneous components in load sharing systems. However, the results may suggest that the risk of failure decreases as components fail sequentially, which can be counterintuitive, especially when data is scarce. We propose to address this issue by imposing an order restriction on the model parameters that represent increasing failure risks. This assumption corresponds more realistically to the physical properties of the system in many applications. We discuss the advantages of the newly proposed estimates and describe situations where they should be used with caution.
翻译:负载共享系统包含多个组件,其中任一组件的失效可能影响存活组件的寿命。由于不同系统设计中组件失效不等于系统失效,分析组件间的依赖结构具有重要实践意义。扩展顺序统计量模型能够对负载共享系统中异质组件的依赖结构进行建模。然而,该模型结果可能显示失效风险随组件依次失效而降低,这有违直觉,尤其在数据稀疏时更为突出。针对此问题,我们提出对表征递增失效风险的模型参数施加顺序约束,该假设更符合多数应用场景中系统的物理特性。本文讨论了新提出估计量的优势,并描述了需谨慎使用该方法的适用场景。