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.     

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.     

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.     

失效单调关联系统中可存活元件的剩余寿命的混合表示

本文中研究的是由$n$个独立同分布元件构成的单调关联系统,当该单调关联系统失效时得到了系统中可存活元件的剩余寿命的可靠性函数的混合表示.基于signature的概念,对两个系统的剩余寿命进行了随机比较.     

Comparisons in the mean residual life order of coherent systems with identically distributed components

The comparisons of the performance of coherent systems (under different stochastic criteria) is an important task in the reliability theory. Several results have been obtained in the literature for the stochastic, hazard rate and likelihood ratio orders. In this paper, we obtain comparison results for the mean residual life order of coherent systems with identically distributed (ID) component lifetimes. These results can be applied not only to the usual case of systems with independent and identically distributed components but also to the case of systems with exchangeable components and to the more general case of just ID components. The results obtained are based on the representation of the system distribution as a distorted distribution of the common components' distribution. Some specific comparison results are given to illustrate the theoretical results. The comparison results for distorted distributions given here can also be applied to other statistical concepts such as order statistics, generalized order statistics or record values. Copyright © 2015 John Wiley & Sons, Ltd.     

A class of bivariate exponential distributions

We introduce a class of absolutely continuous bivariate exponential distributions, generated from quadratic forms of standard multivariate normal variates.This class is quite flexible and tractable, since it is regulated by two parameters only, derived from the matrices of the quadratic forms: the correlation and the correlation of the squares of marginal components. A simple representation of the whole class is given in terms of 4-dimensional matrices. Integral forms allow evaluating the distribution function and the density function in most of the cases.The class is introduced as a subclass of bivariate distributions with chi-square marginals; bounds for the dimension of the generating normal variable are underlined in the general case.Finally, we sketch the extension to the multivariate case.     

Bounds for the reliability functions of coherent systems with heterogeneous components

The computation of the reliability function of a (complex) coherent system is a difficult task. Hence, sometimes, we should simply work with some bounds (approximations). The computation of these bounds has been widely studied in the case of coherent systems with independent and identically distributed (IID) components. However, few results have been obtained in the case of heterogeneous (non ID) components. In this paper, we derive explicit bounds for systems with heterogeneous (independent or dependent) components. Also some stochastic comparisons are obtained. Some illustrative examples are included where we compare the different bounds proposed in the paper.     

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

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.     

Preservation of reliability classes under the formation of coherent systems

The preservation of reliability aging classes under the formation of coherent systems is a relevant topic in reliability theory. Thus, it is well known that the new better than used class is preserved under the formation of coherent systems with independent components. However, surprisingly, the increasing failure rate class is not preserved in the independent and identically distributed case, that is, the components may have the (negative) aging increasing failure rate property, but the system does not have this property. In this paper, we study conditions for the preservation of the main reliability classes under the formation of general coherent systems. These results can be applied both for systems with independent or dependent components. We consider both the case of systems with identically distributed components and the case of systems with components having different distributions. Copyright © 2013 John Wiley & Sons, Ltd.     

Comparisons and bounds for expected lifetimes of reliability systems

Sharp bounds on expectations of lifetimes of coherent and mixed systems composed of elements with independent and either identically or non-identically distributed lifetimes are expressed in terms of expected lifetimes of components. Similar evaluations are concluded for the respective mean residual lifetimes. In the IID case, improved inequalities dependent on a concentration parameter connected to the Gini dispersion index are obtained. The results can be used to compare systems with component lifetimes ordered in the convex ordering. In the INID case, some refined bounds are derived in terms of the expected lifetimes of series systems of smaller sizes, and the expected lifetime of single unit for the equivalent systems with IID components. The latter can be further simplified in the case of weak Schur-concavity and Schur-convexity of the system generalized domination polynomial.     

单调关联系统的条件失效元件数量

Coherent systems are very important in reliability,survival analysis and other life sciences.In this paper,we consider the number of failed components in an(n-k+1)-out-of-n system,given that at least m(m相似文献   

Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems

The preservation of stochastic orders under the formation of coherent systems is a relevant topic in the reliability theory. Several properties have been obtained under the assumption of identically distributed components. In this paper we obtain ordering preservation results for generalized distorted distributions (GDD) which, in particular, can be used to obtain preservation results for coherent systems with non-identically distributed components. We consider both the cases of independent and dependent components. The preservation results obtained here for GDD can also be applied to other statistical concepts.     

Computing subsignatures of systems with exchangeable component lifetimes

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.     

Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm

Kolmogorov’s exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov type exponential inequalities of the partial sums of independent random variables as well as negatively dependent random variables under the sub-linear expectations. As applications of the exponential inequalities, the laws of the iterated logarithm in the sense of non-additive capacities are proved for independent or negatively dependent identically distributed random variables with finite second order moments. For deriving a lower bound of an exponential inequality, a central limit theorem is also proved under the sub-linear expectation for random variables with only finite variances.     

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.     

Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components

In this paper, we consider two coherent systems having shared components. We assume that in the two systems there are three different types of components; components of type one that just belong to the first system, components of type two that lie only in the second system and components of type three that are shared by the two systems. We use the concept of joint survival signature to assess the joint reliability function of the two systems. Using this concept, some representations for the joint reliability function of the system lifetimes are obtained under two different scenarios of component failures. In the first scenario, we assume that the components of the systems fail according to different counting processes such as non-homogeneous Poisson processes. In the second scenario, it is assumed that the component lifetimes of each type are exchangeable while the three types of component lifetimes can be independent or dependent. To illustrate the theoretical results, two systems with shared components are studied numerically and graphically.

     

Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

Classical Kolmogorov’s and Rosenthal’s inequalities for the maximum partial sums of random variables are basic tools for studying the strong laws of large numbers. In this paper, motived by the notion of independent and identically distributed random variables under the sub-linear expectation initiated by Peng (2008), we introduce the concept of negative dependence of random variables and establish Kolmogorov’s and Rosenthal’s inequalities for the maximum partial sums of negatively dependent random variables under the sub-linear expectations. As an application, we show that Kolmogorov’s strong law of larger numbers holds for independent and identically distributed random variables under a continuous sub-linear expectation if and only if the corresponding Choquet integral is finite.     

Some results on information properties of coherent systems

This paper considers information properties of coherent systems when component lifetimes are independent and identically distributed. Some results on the entropy of coherent systems in terms of ordering properties of component distributions are proposed. Moreover, various sufficient conditions are given under which the entropy order among systems as well as the corresponding dual systems hold. Specifically, it is proved that under some conditions, the entropy order among component lifetimes is preserved under coherent system formations. The findings are based on system signatures as a useful measure from comparison purposes. Furthermore, some results on the system's entropy are derived when lifetimes of components are dependent and identically distributed. Several illustrative examples are also given.     

ʧЧ��������ϵͳ���������Ԫ������

??Coherent systems are very important in reliability,survival analysis and other life sciences. In this paper, we consider the number of working components in an $(n-k+1)$-out-of-$n$ system, given that at least $(n-m+1)$ components are working at time $t$, and the system has failed at time $t$. In this condition, we compute the probability that there are exactly $i$ working components. First the reliability and several stochastic properties are obtained. Furthermore, we extend the results to general coherent systems with absolutely continuous and exchangeable components.     

A multivariate extension of Sarhan and Balakrishnan’s bivariate distribution and its ageing and dependence properties

A new class of bivariate distributions (NBD) was recently introduced by Sarhan and Balakrishnan [A.M. Sarhan, N. Balakrishnan, A new class of bivariate distributions and its mixture, J. Multivariate Anal. 98 (2007) 1508-1527]. In this note, we give the joint survival function of a multivariate extension of the NBD, which is not an absolutely continuous multivariate distribution, and its marginal and extreme order statistics distributions are also derived. The multivariate ageing and dependence properties of the proposed n-dimensional distribution are also discussed, and then we analyze the stochastic ageing of its marginals and its minimum and maximum order statistics.