Article (Scientific journals)
Computing system signatures through reliability functions
Marichal, Jean-Luc; Mathonet, Pierre
2013In Statistics and Probability Letters, 83 (3), p. 710-717
Peer Reviewed verified by ORBi
 

Files


Full Text
SignaturesReliabilityFunctions.pdf
Author postprint (129.27 kB)
Download

All documents in ORBi are protected by a user license.

Send to



Details



Keywords :
System signature; Reliability function; Modular decomposition
Abstract :
[en] It is known that the Barlow-Proschan index of a system with i.i.d. component lifetimes coincides with the Shapley value, a concept introduced earlier in cooperative game theory. Due to a result by Owen, this index can be computed efficiently by integrating the first derivatives of the reliability function of the system along the main diagonal of the unit hypercube. The Samaniego signature of such a system is another important index that can be computed for instance by Boland's formula, which requires the knowledge of every value of the associated structure function. We show how the signature can be computed more efficiently from the diagonal section of the reliability function via derivatives. We then apply our method to the computation of signatures for systems partitioned into disjoint modules with known signatures.
Disciplines :
Mathematics
Author, co-author :
Marichal, Jean-Luc;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Mathonet, Pierre ;  Université de Liège - ULiège > Département de mathématique > Géométrie différentielle
Language :
English
Title :
Computing system signatures through reliability functions
Publication date :
March 2013
Journal title :
Statistics and Probability Letters
ISSN :
0167-7152
Publisher :
Elsevier Science, Amsterdam, Netherlands
Volume :
83
Issue :
3
Pages :
710-717
Peer reviewed :
Peer Reviewed verified by ORBi
Funders :
Unilu - Université du Luxembourg [LU]
Available on ORBi :
since 15 May 2014

Statistics


Number of views
46 (4 by ULiège)
Number of downloads
323 (5 by ULiège)

Scopus citations®
 
42
Scopus citations®
without self-citations
40
OpenCitations
 
36

Bibliography


Similar publications



Contact ORBi