Nonparametric predictive inference for system failure time based on bounds for the signature

Abdullah H Al-nefaiee and Frank PA Coolen

Journal of Risk and Reliability, 2013, vol. 227, issue 5, 513-522

Abstract: System signatures provide a powerful framework for reliability assessment for systems consisting of exchangeable components. The use of signatures in nonparametric predictive inference has been presented and leads to lower and upper survival functions for the system failure time, given failure times of tested components. However, deriving the system signature is computationally complex. This article presents how limited information about the signature can be used to derive bounds on such lower and upper survival functions and related inferences. If such bounds are sufficiently decisive they also indicate that more detailed computation of the system signature is not required.

Keywords: Bounds; exchangeable components; lower and upper survival functions; nonparametric predictive inference; system signature (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:sae:risrel:v:227:y:2013:i:5:p:513-522

DOI: 10.1177/1748006X13485188

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