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

In this paper, we propose a technique involving copula theory to analyze errors arising when the components associated with series or parallel systems working dependently are assumed to be independent. So the phrase ‘departure from dependence assumption’ appearing in the title better explains the inherent idea though in similar works of the literature, we come across the phrase ‘departure from independence assumption’. As a result of this wrong assumption, errors pop up in computation of reliability measures. The proposed idea involving copula generalizes existing literature work until 2022 on error analysis due to departure from dependence when components follow some bivariate distributions and there are also some recent work on some classes of multivariate Weibull distributions (cf. Bhattacharjee et al. 2025a). We focus on some specific copulas and perceive their roles in detection of error assessment of aging functions. As we go ahead, we point out some erroneous results in earlier works.