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On signature-based expressions of system reliability

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  • Marichal, Jean-Luc
  • Mathonet, Pierre
  • Waldhauser, Tamás

Abstract

The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors of systems. In particular, it provides an interesting signature-based representation of the system reliability in terms of reliabilities of k-out-of-n systems. In the non-i.i.d. case, we show that, at any time, this representation still holds true for every coherent system if and only if the component states are exchangeable. We also discuss conditions for obtaining an alternative representation of the system reliability in which the signature is replaced by its non-i.i.d. extension. Finally, we discuss conditions for the system reliability to have both representations.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:10:p:1410-1416
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    References listed on IDEAS

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    1. 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.
    2. Navarro, Jorge & Ruiz, Jose M. & Sandoval, Carlos J., 2005. "A note on comparisons among coherent systems with dependent components using signatures," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 179-185, April.
    3. Navarro, Jorge & Rychlik, Tomasz, 2007. "Reliability and expectation bounds for coherent systems with exchangeable components," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 102-113, January.
    4. 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.
    5. Dukhovny, Alexander, 2007. "Lattice polynomials of random variables," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 989-994, June.
    6. Francisco J. Samaniego, 2007. "System Signatures and their Applications in Engineering Reliability," International Series in Operations Research and Management Science, Springer, number 978-0-387-71797-5, April.
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    Cited by:

    1. Burkschat, M. & Samaniego, F.J., 2018. "Dynamic IFR concepts for coherent systems," Statistics & Probability Letters, Elsevier, vol. 142(C), pages 1-7.
    2. Marichal, Jean-Luc & Mathonet, Pierre & Spizzichino, Fabio, 2015. "On modular decompositions of system signatures," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 19-32.
    3. Barry C. Arnold & Tomasz Rychlik & Magdalena Szymkowiak, 2022. "Preservation of distributional properties of component lifetimes by system lifetimes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 901-930, December.
    4. Marichal, Jean-Luc & Mathonet, Pierre & Navarro, Jorge & Paroissin, Christian, 2017. "Joint signature of two or more systems with applications to multistate systems made up of two-state components," European Journal of Operational Research, Elsevier, vol. 263(2), pages 559-570.
    5. Marichal, Jean-Luc, 2014. "Subsignatures of systems," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 226-236.
    6. Foschi Rachele & Nappo Giovanna & Spizzichino Fabio L., 2021. "Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes," Dependence Modeling, De Gruyter, vol. 9(1), pages 394-423, January.
    7. Marichal, Jean-Luc & Mathonet, Pierre, 2013. "On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 48-56.
    8. Gaofeng Da & Lvyu Xia & Taizhong Hu, 2014. "On Computing Signatures of k-out-of-n Systems Consisting of Modules," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 223-233, March.
    9. Sadiya & Mangey Ram & Akshay Kumar, 2022. "A New Approach to Compute System Reliability with Three-Serially Linked Modules," Mathematics, MDPI, vol. 11(1), pages 1-18, December.
    10. Jorge Navarro, 2018. "Stochastic comparisons of coherent systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(4), pages 465-482, May.
    11. Marco Burkschat & Tomasz Rychlik, 2018. "Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 618-638, September.
    12. Zarezadeh, S. & Mohammadi, L. & Balakrishnan, N., 2018. "On the joint signature of several coherent systems with some shared components," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1092-1100.
    13. Serkan Eryilmaz, 2014. "A new look at dynamic behavior of binary coherent system from a state-level perspective," Annals of Operations Research, Springer, vol. 212(1), pages 115-125, January.
    14. Marichal, Jean-Luc & Mathonet, Pierre, 2013. "Computing system signatures through reliability functions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 710-717.
    15. Mariusz Bieniek & Marco Burkschat & Tomasz Rychlik, 2020. "Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model," Methodology and Computing in Applied Probability, Springer, vol. 22(1), pages 173-189, March.

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