On comparing coherent systems with heterogeneous components

Abstract In this paper we investigate different methods that may be used to compare coherent systems having heterogeneous components. We consider both the case of systems with independent components and the case of systems with dependent components. In the first case, the comparisons are based on the new concept of the survival signature due to Coolen and Coolen-Maturi (2012) which extends the well-known concept of system signatures to the case of components with lifetimes that need not be independent and identically distributed. In the second case, the comparisons are based on the concept of distortion functions. A graphical procedure (called an RR-plot) is proposed as an alternative to the analytical methods when there are two types of components.

[1]  Richard E. Barlow,et al.  Statistical Theory of Reliability and Life Testing: Probability Models , 1976 .

[2]  A. Prabhakar,et al.  New Topological Formula and Rapid Algorithm for Reliability Analysis of Complex Networks , 1978, IEEE Transactions on Reliability.

[3]  J. Quiggin A theory of anticipated utility , 1982 .

[4]  F. Samaniego On Closure of the IFR Class Under Formation of Coherent Systems , 1985, IEEE Transactions on Reliability.

[5]  M. Yaari The Dual Theory of Choice under Risk , 1987 .

[6]  Shaun S. Wang Premium Calculation by Transforming the Layer Premium Density , 1996, ASTIN Bulletin.

[7]  Virginia R. Young,et al.  Ordering risks: Expected utility theory versus Yaari's dual theory of risk , 1998 .

[8]  F. Samaniego,et al.  The signature of a coherent system and its application to comparisons among systems , 1999 .

[9]  Philip J. Boland,et al.  Signatures of indirect majority systems , 2001, Journal of Applied Probability.

[10]  M. A. Arcones,et al.  Nonparametric Estimation of a Distribution Subject to a Stochastic Precedence Constraint , 2002 .

[11]  Distortion Risk Measures and Economic Capital , 2004 .

[12]  Francisco J. Samaniego,et al.  System Signatures and Their Applications in Engineering Reliability , 2007 .

[13]  Stochastic Orders , 2008 .

[14]  Narayanaswamy Balakrishnan,et al.  On the application and extension of system signatures in engineering reliability , 2008 .

[15]  J. Navarro,et al.  Comparisons of coherent systems using stochastic precedence , 2010 .

[16]  Francisco J. Samaniego,et al.  The Joint Signature of Coherent Systems with Shared Components , 2010, Journal of Applied Probability.

[17]  N. Balakrishnan,et al.  Signature-based representations for the reliability of systems with heterogeneous components , 2011 .

[18]  Frank P. A. Coolen,et al.  Nonparametric predictive inference for failure times of systems with exchangeable components , 2012 .

[19]  F. Coolen,et al.  Generalizing the signature to systems with multiple types of components , 2013, SOCO 2013.

[20]  Jean-Luc Marichal,et al.  On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes , 2011, J. Multivar. Anal..

[21]  Frank P. A. Coolen,et al.  Nonparametric predictive inference for system failure time based on bounds for the signature , 2013 .

[22]  Narayanaswamy Balakrishnan,et al.  Mixture Representations for the Joint Distribution of Lifetimes of two Coherent Systems with Shared Components , 2013, Advances in Applied Probability.

[23]  M. A. Sordo,et al.  Stochastic ordering properties for systems with dependent identically distributed components , 2013 .

[24]  Frank P. A. Coolen,et al.  Citation for Published Item: Use Policy Nonparametric Predictive Inference for System Reliability Using the Survival Signature , 2022 .

[25]  M. A. Sordo,et al.  Preservation of reliability classes under the formation of coherent systems , 2014 .

[26]  TEKNISK-NATURVITENSKAPELIGE UNIVERSITET On the Equivalence of Systems of Different Sizes , 2014 .

[27]  Antonio Di Crescenzo,et al.  Orderings of coherent systems with randomized dependent components , 2015, Eur. J. Oper. Res..

[28]  Jorge Navarro,et al.  Mixture Representations of Residual Lifetimes of Used Systems , 2008, Journal of Applied Probability.

[29]  Simon P Wilson,et al.  Bayesian Inference for Reliability of Systems and Networks Using the Survival Signature. , 2015, Risk analysis : an official publication of the Society for Risk Analysis.

[30]  M. A. Sordo,et al.  Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems , 2016 .