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

Jean-Luc Marichal, Pierre Mathonet

Published 2010-04-19, updated 2011-03-09Version 2

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.