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On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimes

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  • Marichal, Jean-Luc
  • Mathonet, Pierre

Abstract

For a coherent system the Barlow–Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) [3] extended this concept to the more general case when the component lifetimes are jointly absolutely continuous but not necessarily independent. Assuming only that the joint distribution of component lifetimes has no ties, we give an explicit expression for this extended index in terms of the discrete derivatives of the structure function and provide an interpretation of it as a probabilistic value, a concept introduced in game theory. This enables us to interpret Iyer’s formula in this more general setting. We also discuss the analogy between this concept and that of system signature and show how it can be used to define a symmetry index for systems.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:115:y:2013:i:c:p:48-56
    DOI: 10.1016/j.jmva.2012.09.002
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    References listed on IDEAS

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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. Iyer, Srinivas, 1992. "The Barlow-Proschan importance and its generalizations with dependent components," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 353-359, September.
    3. 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.
    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. 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.
    6. Shapley, L. S. & Shubik, Martin, 1954. "A Method for Evaluating the Distribution of Power in a Committee System," American Political Science Review, Cambridge University Press, vol. 48(3), pages 787-792, September.
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    Cited by:

    1. Marichal, Jean-Luc, 2014. "Subsignatures of systems," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 226-236.
    2. Riccardo Colini-Baldeschi & Marco Scarsini & Stefano Vaccari, 2018. "Variance Allocation and Shapley Value," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 919-933, September.
    3. Dui, Hongyan & Zhang, Chi & Tian, Tianzi & Wu, Shaomin, 2022. "Different costs-informed component preventive maintenance with system lifetime changes," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    4. Emilio De Santis & Yaakov Malinovsky & Fabio Spizzichino, 2021. "Stochastic Precedence and Minima Among Dependent Variables," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 187-205, March.
    5. Marichal, Jean-Luc & Mathonet, Pierre, 2013. "Computing system signatures through reliability functions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 710-717.

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