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Nonparametric predictive inference for system failure time based on bounds for the signature

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  • Abdullah H Al-nefaiee
  • Frank PA Coolen

Abstract

System signatures provide a powerful framework for reliability assessment for systems consisting of exchangeable components. The use of signatures in nonparametric predictive inference has been presented and leads to lower and upper survival functions for the system failure time, given failure times of tested components. However, deriving the system signature is computationally complex. This article presents how limited information about the signature can be used to derive bounds on such lower and upper survival functions and related inferences. If such bounds are sufficiently decisive they also indicate that more detailed computation of the system signature is not required.

Suggested Citation

  • Abdullah H Al-nefaiee & Frank PA Coolen, 2013. "Nonparametric predictive inference for system failure time based on bounds for the signature," Journal of Risk and Reliability, , vol. 227(5), pages 513-522, October.
    • Handle: RePEc:sae:risrel:v:227:y:2013:i:5:p:513-522
    DOI: 10.1177/1748006X13485188
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    References listed on IDEAS

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    1. J. F. Lawless & Marc Fredette, 2005. "Frequentist prediction intervals and predictive distributions," Biometrika, Biometrika Trust, vol. 92(3), pages 529-542, September.
    2. 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, December.
    3. Da, Gaofeng & Zheng, Ben & Hu, Taizhong, 2012. "On computing signatures of coherent systems," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 142-150, January.
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    Cited by:

    1. Huang, Xianzhen & Aslett, Louis J.M. & Coolen, Frank P.A., 2019. "Reliability analysis of general phased mission systems with a new survival signature," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 416-422.
    2. Coolen, Frank P.A. & Coolen-Maturi, Tahani, 2016. "The structure function for system reliability as predictive (imprecise) probability," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 180-187.
    3. Coolen, Frank P.A. & Coolen-Maturi, Tahani, 2015. "Predictive inference for system reliability after common-cause component failures," Reliability Engineering and System Safety, Elsevier, vol. 135(C), pages 27-33.
    4. Yandan Yang & Hon Keung Tony Ng & Narayanaswamy Balakrishnan, 2019. "Expectation–maximization algorithm for system-based lifetime data with unknown system structure," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(1), pages 69-98, March.

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