Reference : Computing system signatures through reliability functions
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Computing system signatures through reliability functions
Marichal, Jean-Luc mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Mathonet, Pierre mailto [University of Liège > Department of Mathematics]
Statistics and Probability Letters
Elsevier Science
Yes (verified by ORBilu)
The Netherlands
[en] System signature ; Reliability function ; Modular decomposition
[en] It is known that the Barlow-Proschan index of a system with i.i.d. component lifetimes coincides with the Shapley value, a concept introduced earlier in cooperative game theory. Due to a result by Owen, this index can be computed efficiently by integrating the first derivatives of the reliability function of the system along the main diagonal of the unit hypercube. The Samaniego signature of such a system is another important index that can be computed for instance by Boland's formula, which requires the knowledge of every value of the associated structure function. We show how the signature can be computed more efficiently from the diagonal section of the reliability function via derivatives. We then apply our method to the computation of signatures for systems partitioned into disjoint modules with known signatures.
Mathematics Research Unit
University of Luxembourg - UL
F1R-MTH-PUL-12RDO2 > MRDO2 > 01/02/2012 - 31/01/2015 > MARICHAL Jean-Luc
Researchers ; Professionals ; Students

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