Reference : On the extensions of Barlow-Proschan importance index and system signature to depende...
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On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes
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]
Journal of Multivariate Analysis
[en] Coherent system ; Component importance ; Barlow-Proschan index ; Dependent lifetimes ; System signature
[en] For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) extended this concept to the more general case when the component lifetimes are jointly absolutely continuous but not necessarily independent. Assuming only that the joint distribution of component lifetimes has no ties, we give an explicit expression for this extended index in terms of the discrete derivatives of the structure function and provide an interpretation of it as a probabilistic value, a concept introduced in game theory. This enables us to interpret Iyer's formula in this more general setting. We also discuss the analogy between this concept and that of system signature and show how it can be used to define a symmetry index for systems.
Mathematics Research Unit
University of Luxembourg - UL
F1R-MTH-PUL-12RDO2 > MRDO2 > 01/02/2012 - 31/01/2015 > MARICHAL Jean-Luc
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