On the joint signature of several coherent systems with some shared components

The concept of joint signature (JS), introduced by Navarro, Samaniego, and Balakrishnan (2010), is a useful tool for investigating the joint reliability of two coherent systems with shared components. In this article, by considering several coherent systems which share some components, with independent and identically distributed lifetimes, we obtain a pseudo-mixture representation for the joint distribution of the systems lifetimes based on a general notion of joint signature which is referred to as generalized joint signature (GJS). It is shown how the GJS is separated from the effect of the components’ lifetime distribution and this relationship helps us to represent the GJS as a two-dimensional matrix instead of a high-dimensional one. Based on the GJS, some ordering results are obtained for comparing two clusters of coherent systems with some shared components. Several examples are provided to illustrate the results established here.     

System reliability and component importance when components can be swapped upon failure

Resilience of systems to failures during functioning is of great practical importance. One of the strategies that might be considered to enhance reliability and resilience of a system is swapping components when a component fails, thus replacing it by another component from the system that is still functioning. This paper studies this scenario, particularly with the use of the survival signature to quantify system reliability, where it is assumed that such a swap of components requires these components to be of the same type. We examine the effect of swapping components on a reliability importance measure for the specific components, and we also consider the joint reliability importance of two components. Such swapping of components may be an attractive means toward more resilient systems and could be an alternative to adding more components to achieve redundancy of repair and replacement activities.     

Orderings of coherent systems with randomized dependent components

Consider a general coherent system with independent or dependent components, and assume that the components are randomly chosen from two different stocks, with the components of the first stock having better reliability than the others. Then here we provide sufficient conditions on the component’s lifetimes and on the random numbers of components chosen from the two stocks in order to improve the reliability of the whole system according to different stochastic orders. We also discuss several examples in which such conditions are satisfied and an application to the study of the optimal random allocation of components in series and parallel systems. As a novelty, our study includes the case of coherent systems with dependent components by using basic mathematical tools (and copula theory).     

Reliability and expectation bounds for coherent systems with exchangeable components

Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.     

Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components

This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is modeled by Archimedean survival copula. We discuss some potential applications of our findings in system reliability and actuarial science.     

Stochastic ordering properties for systems with dependent identically distributed components

In this paper, we obtain ordering properties for coherent systems with possibly dependent identically distributed components. These results are based on a representation of the system reliability function as a distorted function of the common component reliability function. So, the results included in this paper can also be applied to general distorted distributions. The main advantage of these results is that they are distribution‐free with respect to the common component distribution. Moreover, they can be applied to systems with component lifetimes having a non‐exchangeable joint distribution. Copyright © 2012 John Wiley & Sons, Ltd.     

Applications of average and projected systems to the study of coherent systems

In this paper, we introduce the concepts of average and projected systems associated to a coherent (parent) system. We analyze several aspects of these notions and show that they can be useful tools in studying the performance of coherent systems with non-exchangeable components. We show that the average and projected systems are especially useful in studying the tail behavior of reliability, hazard rate and mean residual life functions of the parent system and also in obtaining the tail best systems (under different criteria) by permuting the components at the system structure. Moreover, they can be useful in assessing how the asymmetry of the joint distribution of the component lifetimes (with respect to permutations of the components in the system structure) affects the system performance.     

On signature-based expressions of system reliability

The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors of systems. In particular, it provides an interesting signature-based representation of the system reliability in terms of reliabilities of k-out-of-n systems. In the non-i.i.d. case, we show that, at any time, this representation still holds true for every coherent system if and only if the component states are exchangeable. We also discuss conditions for obtaining an alternative representation of the system reliability in which the signature is replaced by its non-i.i.d. extension. Finally, we discuss conditions for the system reliability to have both representations.     

A load share model for non-identical components of a k-out-of-m system

We consider a k-out-of-m load sharing system when the lifetimes of the components are not necessarily identically distributed random variables. For such systems, a model for the load sharing phenomenon through the exponentiated conditional survival functions of ordered failure times is proposed. This model is more general than the load sharing model with identically distributed component lifetimes and leads to a different family of distributions for ordered random variables. A general expression for the reliability of the system is given. The computations of the reliability for a two component parallel load sharing system corresponding to the exponential and Weibull distributions are discussed. For illustrative purpose, we discuss the inference procedures for a two component parallel load sharing system corresponding to the exponential distributions. A simulation study is carried out to assess the proposed estimation and testing procedures. The applicability of the proposed load sharing model is shown through two data sets.     

On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes

As one generalization of the k-out-of-n structure, the weighted voting system has been paid much attention during the past two decades. This paper has a further study on active redundancies allocation to weighted voting reliability systems of components having LWSAI lifetimes. For redundancies with SAI lifetimes, allocating a more reliable redundancy to a weaker and more heavily weighted component is found to produce a more reliable system in the sense of having higher reliability. Also, in the context of redundancies with identically distributed lifetimes, we show that allocating more redundancies to a weaker and more heavily weighted component produces a more reliable system. Some numerical examples are presented to illustrate the main results as well.     

On allocating redundancies to k‐out‐of‐ n reliability systems

For two components in series and one redundancy with their lifetimes following the proportional hazard models, we build the likelihood ratio order and the hazard rate order for lifetimes of the redundant systems. Also, for k ‐out‐of‐ n system with components’ lifetimes having the arrangement increasing joint density and the redundancies having identically distributed lifetimes, allocating more redundancies to weaker components is shown to help improve the system's reliability. Copyright © 2014 John Wiley & Sons, Ltd.     

An overview of some classical models and discussion of the signature-based models of preventive maintenance

In reliability engineering literature, a large number of research papers on optimal preventive maintenance (PM) of technical systems (networks) have appeared based on preliminary many different approaches. According to the existing literature on PM strategies, the authors have considered two scenarios for the component failures of the system. The first scenario assumes that the components of the system fail due to aging, while the second scenario assumes the system fails according to the fatal shocks arriving at the system from external or internal sources. This article reviews different approaches on the optimal strategies proposed in the literature on the optimal maintenance of multi-component coherent systems. The emphasis of the article is on PM models given in the literature whose optimization criteria (cost function and stationary availability) are developed by using the signature-based (survival signature-based) reliability of the system lifetime. The notions of signature and survival signature, defined for systems consisting of one type or multiple types of components, respectively, are powerful tools assessing the reliability and stochastic properties of coherent systems. After giving an overview of the research works on age-based PM models of one-unit systems and $k$-out-of-$n$ systems, we provide a more detailed review of recent results on the signature-based and survival signature-based PM models of complex systems. In order to illustrate the theoretical results on different proposed PM models, we examine two real examples of coherent systems both numerically and graphically.     

Reliability analysis of 1-for-2 shared protection systems with general repair-time distributions

In this paper, we investigate the reliability of a type of 1-for-2 shared protection systems. The 1-for-2 shared protection system is the most basic fault-tolerant configuration with shared backup units. We assume that there are two working units each serving a single user and one shared protection (spare) unit in the system. We also assume that the times to failure and to repair are subject to exponential and general distributions respectively. Under these assumptions, we derive the Laplace transform of the survival function (the cdf that the system will survive beyond a given time) for each user as well as the user-perceived Mean Time to First Failure (MTTFF) by combining the state transition analysis and the supplementary variable method. We also show the effect of the repair-time distribution, the failure rates and the repair rates of the units through the case study of small-sized two enterprises that share one spare device for backup purpose. The analysis reveals what is important and what should be done in order to improve the user-perceived reliability of shared protection systems.     

Modeling and analysis of system reliability using phase‐type distribution closure properties

Phase‐type distribution closure properties are utilized to devise algorithms for generating reliability functions of systems with basic structures. These structures include series, parallel, K‐out‐of‐N, and standby structures with perfect/imperfect switch. The algorithms form a method for system reliability modeling and analysis based on the relationship between the system lifetime and component lifetimes for general structures. The proposed method is suitable for functional system reliability analysis, which can produce reliability functions of systems with independent components instead of only system reliability values. Once the system reliability function is obtained, other reliability measures such as the system's hazard function and mean time to failure can be obtained efficiently using only matrix algebra. Dimensional and numerical comparisons with computerized symbolic processing are also presented to show the superiority of the proposed method.     

On the structure of additive systems of integers

A sum-and-distance system is a collection of finite sets of integers such that the sums and differences formed by taking one element from each set generate a prescribed arithmetic progression. Such systems, with two component sets, arise naturally in the study of matrices with symmetry properties and consecutive integer entries. Sum systems are an analogous concept where only sums of elements are considered. We establish a bijection between sum systems and sum-and-distance systems of corresponding size, and show that sum systems are equivalent to principal reversible cuboids, which are tensors with integer entries and a symmetry of ‘reversible square’ type. We prove a structure theorem for principal reversible cuboids, which gives rise to an explicit construction formula for all sum systems in terms of joint ordered factorisations of their component set cardinalities.

     

A continuity theorem and some counterexamples for the theory of maintained systems

The reliability of maintained systems is considered. A “continuity theorem” is presented which states that the stochastic behavior of a maintained system depends continuously on the stochastic behavior of its components. Examples of maintained systems with IFR component lifetimes and exponential repair times are presented for which time until first system failure is not NBU.     

Stochastic comparisons of series and parallel systems with randomized independent components

Consider a series or parallel system of independent components and assume that the components are randomly chosen from two different batches, with the components of the first batch being more reliable than those of the second. In this note it is shown that the reliability of the system increases, in usual stochastic order sense, as the random number of components chosen from the first batch increases in increasing convex order. As a consequence, we establish a result analogous to the Parrondo’s paradox, which shows that randomness in the number of components extracted from the two batches improves the reliability of the series system.     

Analysis of reliability systems via Gini-type index

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of complex systems. A new stochastic order in terms of Gini-type index is introduced to compare the speed of ageing of components and systems. The parallel-series and series-parallel systems with shared components are studied by their corresponding Gini-type indexes. Also, the generalization of Gini-type index for the multidimensional case is discussed, and is used to compare components lifetimes properties in the presence of other dependent components. It is shown that the ageing properties of a component lifetime can differ when the other components are working or have already failed. Numerous illustrative examples are given for better intuition of Gini-type and generalized Gini-type indexes throughout the paper.     

Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components

In this paper we compare the residual lifetime of a used coherent system of age t>0$t>0$ with the lifetime of the similar coherent system made up of used components of age t. Here ‘similar’ means that the system has the same structure and the component lifetimes have the same dependence (joint reliability copula). Some comparison results are obtained for the likelihood ratio order, failure rate order, reversed failure rate order and the usual stochastic order. Similar results are reported for comparing inactivity time of a coherent system with lifetime of similar coherent system having component lifetimes same as inactivity times of failed components.     

Comparisons of series and parallel systems with components sharing the same copula

The paper is devoted to study stochastic comparisons of series and parallel systems with vectors of component lifetimes sharing the same copula. We show that, under some conditions on the common copula, the series system with heterogeneous components is worse than the series system with homogeneous components having a common reliability function, which is equal to the average of the reliability functions of the heterogeneous components. However, we show that this property is not necessarily true for arbitrary copulas. We obtain similar properties for parallel systems and for general coherent systems. For these purposes, we introduce in our analysis the notion of the mean function of a copula. Copyright © 2009 John Wiley & Sons, Ltd.