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Computing subsignatures of systems with exchangeable component lifetimes

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  • Marichal, Jean-Luc

Abstract

The subsignatures of a system with continuous and exchangeable component lifetimes form a class of indexes ranging from the Samaniego signature to the Barlow–Proschan importance index. These indexes can be computed through explicit linear expressions involving the values of the structure function of the system. We show how the subsignatures can be computed more efficiently from the reliability function of the system via identifications of variables, differentiations, and integrations.

Suggested Citation

  • Marichal, Jean-Luc, 2014. "Computing subsignatures of systems with exchangeable component lifetimes," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 128-134.
    • Handle: RePEc:eee:stapro:v:94:y:2014:i:c:p:128-134
    DOI: 10.1016/j.spl.2014.07.015
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    References listed on IDEAS

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    1. Guillermo Owen, 1972. "Multilinear Extensions of Games," Management Science, INFORMS, vol. 18(5-Part-2), pages 64-79, January.
    2. 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.
    3. Marichal, Jean-Luc, 2014. "Subsignatures of systems," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 226-236.
    4. Barlow, Richard E. & Proschan, Frank, 1975. "Importance of system components and fault tree events," Stochastic Processes and their Applications, Elsevier, vol. 3(2), pages 153-173, April.
    5. repec:cup:apsrev:v:48:y:1954:i:03:p:787-792_00 is not listed on IDEAS
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