Inactivity times of coherent systems with dependent components under periodical inspections

If we know that a coherent system has failed before a time t, the inactivity time is the period (from t) in which the system has been broken. If T is the system lifetime, the inactivity time at t is (t?T|T<t). Under periodical inspections, we may typically know that the system was working at a time t₁, but that is broken at another time t₂>t₁. Under this assumption, we obtain representations for the reliability function of the system inactivity time (t₂?T|t₁<T<t₂). We consider both the cases of independent and dependent components. Similar representations are obtained under other assumptions with partial information about component failures at times t₁ and t₂. These representations are used to compare stochastically the inactivity times under different assumptions. Some illustrative examples are provided.     

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.     

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 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.     

Component and system active redundancies for coherent systems with dependent components

The prevailing engineering principle that redundancy at the component level is superior to redundancy at the system level is generalized to coherent systems with dependent components. Sufficient (and necessary) conditions are presented to compare component and system redundancies by means of the usual stochastic, hazard rate, reversed hazard rate, and likelihood ratio orderings. Explicit numerical examples are provided to illustrate the theoretical findings. Some related results in the literature are generalized and extended. Copyright © 2017 John Wiley & Sons, Ltd.     

Bounds on convex reliability functions with known first moments

In this paper, upper and lower bounds are derived for convex reliability functions (or survival functions) with known first n moments. The case where the mean and the variance are given (n = 2) is discussed in details and explicit expressions are provided. Extensions for n ? 3 moments are described. Comparisons with existing bounds are performed.     

On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components

This paper carries out comparisons of heterogeneous series systems with location-scale family distributed components It is shown that the systems with dependent components in series sharing Archimedean copula with more dispersion in the location or scale parameters result in better performance in the sense of the usual stochastic order. Moreover, if the components are independently distributed, it is possible to obtain more generalized results as compared to the dependent set-up.     

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.     

An enumeration algorithm for combinatorial problems of the reliability analysis of binary coherent systems

In this paper the problem of the generation of all elements of a system of sets is investigated and a backtrack algorithm (Al) is given solving this problem.The algorithm is applied to combinatorial problems of reliability:

A t-graph is interpreted as a binary coherent system S and the system function of S is represented as the sum of Boolean orthogonal products. This approach is a simple and efficient alternative to a method suggested by Satyanarayana and N. Hagstbom [9].

A directed p-graph is also interpreted as a binary coherent system S and both the minimal cuts of S and the cocycles of G are determined.     

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.     

Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations

Some new exact bounds for the expected values of order statistics, under the assumption that the parent population is non-negative, are obtained in terms of the population mean. Similar bounds for the differences of any two order statistics are also given. It is shown that the existing bounds for the general case can be improved considerably under the above assumption.     

Statistical inference for coherent systems with Weibull distributed component lifetimes under complete and incomplete information

Point estimators for the parameters of the component lifetime distribution in coherent systems are evolved assuming to be independently and identically Weibull distributed component lifetimes. We study both complete and incomplete information under continuous monitoring of the essential component lifetimes. First, we prove that the maximum likelihood estimator (MLE) under complete information based on progressively Type‐II censored system lifetimes uniquely exists and we present two approaches to compute the estimates. Furthermore, we consider an ad hoc estimator, a max‐probability plan estimator and the MLE for the parameters under incomplete information. In order to compute the MLEs, we consider a direct maximization of the likelihood and an EM‐algorithm–type approach, respectively. In all cases, we illustrate the results by simulations of the five‐component bridge system and the 10‐component parallel system, respectively.     

A unified theory for coherent systems in reliability I. A generalization for some classic theory: Monotone binary coherent systems

Binary coherent system theory has played an important part in reliability. Its extension to (‘degradable’ or ‘multistate’ or) multinary systems has recently been considered in various papers, through various definitions. This paper lays the foundations of a unified theory for coherent systems by first giving unified arguments to apply and to investigate further binary and multinary systems. Monotone binary systems are introduced and examined by generalizing classic deterministic and probabilistic results. Applications of monotone coherence to the multinary case are proposed in a companion paper with a unified viewpoint on multinary coherent systems. As an indication, monotone constraints are defined with a partition of the component set and some total orderings imposed on the elements of the concerned partition. The discrete partition retrieves the classic theory of (free) binary coherent systems; some constraints defined from component levels lead to multinary coherent systems; some other constraints apply to systems submitted to some ‘common stresses’, e.g. the organizing system of a monotone coherent decomposition.     

A unified theory for coherent systems in reliability II. A unified viewpoint on multinary coherent systems through monotone coherence and relevance

Binary coherent system theory has played an important part in reliability. Its extension to (‘degradable’ or ‘multistate’ or) multinary systems has recently been considered in various papers, through various definitions. This paper studies the most general model for multinary systems, proposes a unified viewpoint on multinary coherent systems and gives unified arguments to apply and to investigate further the binary and multinary cases. In a more detailed way, the ‘helpful bridge’ lately proposed by Block and Savits¹ between the binary and multinary cases is completed and multinary systems then can be studied in terms of monotone binary coherent systems, introduced in a companion paper.² Through various results, multinary systems are examined in terms of structure functions and of life functions; fundamental relations for their analysis are obtained with their set characterizations; the main axis that can be retained among the numerous types of coherence is emphasized, in a unified way, through relevance; reliability models are examined through performance processes, life lengths and performance functions; and Birnbaum's factors of importance are thoroughly extended to the multinary case. Fundamental results proposed in previous studies are thus completed with a shorter unified approach.     

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.     

Reliability assessment for load‐sharing systems with exponential components using statistical expansion as a correction

Among recent system models, one specific type of system is generally used to model the dependence among components. Components are connected parallel in such systems as they fail one by one and are supposed to share the system work load. The model is thus referred to as the load‐sharing system model. Despite the availability of extensive reliability assessment methods for different systems, load‐sharing systems have not received enough attention from the scholars who have studied reliability assessment so far. Load‐sharing systems are generally designed for high levels of reliability. Therefore, tests for such systems can be expensive and time consuming. Limitation on resources always leads to small test sample sizes. This increases the difficulties associated with obtaining an accurate and robust system reliability assessment result. This paper proposes a novel assessment method for a certain type of load‐sharing system with components following exponential lifetime distributions. Based on the parameter estimation of the system reliability model, we introduce the Winterbottom‐Cornish‐Fisher asymptotic expansion method for implementing a correction of normal approximation. We demonstrate the accuracy of our method through a series of examples and simulation studies.     

On relevation transform involved with statistical dependence between two component lifetimes

Krakowski (Rev Fr Autom Inform Rech Opèr. 1973;7:107–120.) introduced the relevation transform for component and active redundancy with independent lifetimes, and except for Johnson and Kotz (Am J Math Manag Sci. 1981;1:155–165; Nav Res Logist. 1983;30:163–169.) most subsequent researches were conducted under this framework. However, it is not uncommon that a component and its active redundancy bear some common stresses due to the environment and thus they have dependent lifetimes. In this note, we equip the involved lifetimes with a survival copula and then clarify the potential difference between the new and classical versions through making stochastic comparison. Moreover, by ordering the lifetime of system with relevation redundancy we also study the way of allocating a relevation redundancy at component level to ultimately improve the system reliability. The present results on series and parallel systems serve as a generalization of the corresponding ones of Belzunce et al. (Appl Stoch Models Bus Ind. 2019;35:492–503.). Several numerical examples are presented to illustrate these findings as well.     

Analysis for joint importance of components in a coherent system

JRI (Joint Reliability Importance) of two components is a measure of interaction of two components in a system for their contribution to the system reliability. It is defined as the rate at which the system reliability improves as the reliabilities of the two components improve. But, sometimes we may improve system reliability through improving reliabilities of three or more components. This article extends the concepts of JRI & JFI (Joint Failure Importance) of two components to multi-components, and establishes some relationships between JRI & JRI, JFI & JFI, and JFI & JRI. The paper also investigates the concept of Conditional Reliability Importance while the working states of certain components are known. Finally, the JRI of multi-components and Conditional Reliability Importance are analyzed in detail for a k-out-of-n:G system.     

Stochastic Bounds for the Sparre Andersen Process

In this paper we define two stochastic processes that are smaller and greater in usual stochastic order than the Sparre Andersen process. We derive, as a consequence, upper and lower bounds of its marginal distributions, and of the distributions of its first passage times above fixed thresholds. We also present a generalization of these stochastic bounds for risk processes perturbed by diffusion.AMS 2000 Subject Classification: 60K10, 60E15Partially supported by the italian PRIN-Cofin 2004 “Stochastic models in mathematical finance” (F. Pellerey) and PRIN-Cofin 2003 “Numerical, analytical and simulation methods with reference to reliability in neuronal signal transmission” (C. Zucca).     

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).