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arXiv:1211.4999 [math.PR]AbstractReferencesReviewsResources

Subsignatures of systems

Jean-Luc Marichal

Published 2012-11-21, updated 2013-11-26Version 2

We introduce the concept of subsignature for semicoherent systems as a class of indexes that range from the system signature to the Barlow-Proschan importance index. Specifically, given a nonempty subset M of the set of components of a system, we define the M-signature of the system as the |M|-tuple whose k-th coordinate is the probability that the k-th failure among the components in M causes the system to fail. We give various explicit linear expressions for this probability in terms of the structure function and the distribution of the component lifetimes. We also examine the case of exchangeable lifetimes and the special case when M is a modular set.

Journal: Journal of Multivariate Analysis 124 (2014) 226-236
Categories: math.PR, math.OC
Subjects: 62N05, 90B25, 94C10
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