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Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations

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  • Marichal, Jean-Luc
  • Mathonet, Pierre

Abstract

The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of weighted means of the structure function values. We then derive a formula for the computation of the coefficients of these weighted means in the special case of independent continuous lifetimes. Finally, we interpret this extended concept of signature through a natural least squares approximation problem.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:5:p:931-936
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    References listed on IDEAS

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    1. Michel Grabisch & Jean-Luc Marichal & Marc Roubens, 2000. "Equivalent Representations of Set Functions," Mathematics of Operations Research, INFORMS, vol. 25(2), pages 157-178, May.
    2. 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.
    3. 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, July-Dece.
    4. 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.
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    Citations

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    1. 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.
    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. Sareh Goli, 2019. "On the conditional residual lifetime of coherent systems under double regularly checking," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(4), pages 352-363, June.
    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. 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.
    7. Da, Gaofeng & Chan, Ping Shing & Xu, Maochao, 2018. "On the signature of complex system: A decomposed approach," European Journal of Operational Research, Elsevier, vol. 265(3), pages 1115-1123.
    8. Roy Cerqueti, 2022. "A new concept of reliability system and applications in finance," Annals of Operations Research, Springer, vol. 312(1), pages 45-64, May.
    9. 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.
    10. 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.
    11. 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.
    12. Zhouxia Guo & Jiandong Zhang & Rongfang Yan, 2020. "The Residual Lifetime of Surviving Components of Coherent System under Periodical Inspections," Mathematics, MDPI, vol. 8(12), pages 1-18, December.
    13. Sabrina Mulinacci, 2018. "Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures," Methodology and Computing in Applied Probability, Springer, vol. 20(1), pages 205-236, March.
    14. Marichal, Jean-Luc & Mathonet, Pierre, 2013. "Computing system signatures through reliability functions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 710-717.
    15. Jia, Xujie & Shen, Jingyuan & Xu, Fanqi & Ma, Ruihong & Song, Xueying, 2019. "Modular decomposition signature for systems with sequential failure effect," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 435-444.

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