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Reliability and expectation bounds for coherent systems with exchangeable components

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  • Navarro, Jorge
  • Rychlik, Tomasz
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    Abstract

    Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 1 (January)
    Pages: 102-113

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113

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    Keywords: Coherent system Exchangeable components Order statistic Signature Reliability bound Expectation bound;

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    Cited by:
    1. Balakrishnan, N. & Beutner, E. & Kamps, U., 2008. "Order restricted inference for sequential k-out-of-n systems," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1489-1502, August.
    2. Jorge Navarro & Rafael Rubio, 2010. "Comparisons of coherent systems using stochastic precedence," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 19(3), pages 469-486, November.
    3. Paltanea, Eugen, 2011. "Bounds for mixtures of order statistics from exponentials and applications," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 896-907, May.
    4. Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás, 2011. "On signature-based expressions of system reliability," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1410-1416, November.
    5. da Costa Bueno, Vanderlei, 2013. "A multistate monotone system signature," Statistics & Probability Letters, Elsevier, vol. 83(11), pages 2583-2591.
    6. Navarro, Jorge & Spizzichino, Fabio & Balakrishnan, N., 2010. "Applications of average and projected systems to the study of coherent systems," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1471-1482, July.
    7. Parvardeh, A. & Balakrishnan, N., 2013. "Conditional residual lifetimes of coherent systems," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2664-2672.
    8. Marichal, Jean-Luc & Mathonet, Pierre, 2011. "Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 931-936, May.
    9. Serkan Eryılmaz, 2013. "On residual lifetime of coherent systems after the rth failure," Statistical Papers, Springer, vol. 54(1), pages 243-250, February.
    10. Da, Gaofeng & Zheng, Ben & Hu, Taizhong, 2012. "On computing signatures of coherent systems," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 142-150, January.
    11. Tokarev, Daniel V. & Borovkov, Konstantin A., 2009. "On the expectations of maxima of sets of independent random variables," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2381-2388, December.
    12. Hon Ng & Jorge Navarro & Narayanaswamy Balakrishnan, 2012. "Parametric inference from system lifetime data under a proportional hazard rate model," Metrika, Springer, vol. 75(3), pages 367-388, April.
    13. Zarezadeh, S. & Asadi, M. & Balakrishnan, N., 2014. "Dynamic network reliability modeling under nonhomogeneous Poisson processes," European Journal of Operational Research, Elsevier, vol. 232(3), pages 561-571.

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