Computing subsignatures of systems with exchangeable component lifetimes

Jean-Luc Marichal

Published 2014-03-10, updated 2014-08-02Version 2

The subsignatures of a system with continuous and exchangeable component lifetimes form a class of indexes ranging from the Samaniego signature to the Barlow-Proschan importance index. These indexes can be computed through explicit linear expressions involving the values of the structure function of the system. We show how the subsignatures can be computed more efficiently from the reliability function of the system via identifications of variables, differentiations, and integrations.