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Reliability and expectation bounds for coherent systems with exchangeable components

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  • Navarro, Jorge
  • Rychlik, Tomasz

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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  • 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.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113
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    References listed on IDEAS

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    1. Rychlik, Tomasz, 1994. "Distributions and expectations of order statistics for possibly dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 31-42, January.
    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. Papadatos, Nickos, 2001. "Distribution and expectation bounds on order statistics from possibly dependent variates," Statistics & Probability Letters, Elsevier, vol. 54(1), pages 21-31, August.
    4. Shaked, Moshe & Suarez-Llorens, Alfonso, 2003. "On the Comparison of Reliability Experiments Based on the Convolution Order," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 693-702, January.
    5. Rychlik, Tomasz, 1995. "Bounds for order statistics based on dependent variables with given nonidentical distributions," Statistics & Probability Letters, Elsevier, vol. 23(4), pages 351-358, June.
    6. Hu, Taizhong & Hu, Jinjin, 1998. "Comparison of order statistics between dependent and independent random variables," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 1-6, January.
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