Abstract
The failure mechanism in an automobile can be defined as a system of multi-type recurrent failures where failures can occur due to various multi-type failure modes and these failures are repetitive such that more than one failure can occur from each failure mode. In analysing such automobile failures, both the time and type of the failure serve as response variables. However, these two response variables are highly correlated with each other since the timing of failures has an association with the mode of the failure. When there are more than one correlated response variables, the fitting of a multivariate model is more preferable than separate univariate models. Therefore, a bivariate model of time and type of failure becomes appealing for such automobile failure data. When there are multiple failure observations pertaining to a single automobile, such data cannot be treated as independent data because failure instances of a single automobile are correlated with each other while failures among different automobiles can be treated as independent. Therefore, this study proposes a bivariate model consisting time and type of failure as responses adjusted for correlated data. The proposed model was formulated following the approaches of shared parameter models and random effects models for joining the responses and for representing the correlated data respectively. The proposed model is applied to a sample of automobile failures with three types of failure modes and up to five failure recurrences. The parametric distributions that were suitable for the two responses of time to failure and type of failure were Weibull distribution and multinomial distribution respectively. The proposed bivariate model was programmed in SAS Procedure Proc NLMIXED by user programming appropriate likelihood functions. The performance of the bivariate model was compared with separate univariate models fitted for the two responses and it was identified that better performance is secured by the bivariate model. The proposed model can be used to determine the time and type of failure that would occur in the automobiles considered here.
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