Mixed systems with minimal and maximal lifetime variances

Marek Beśka (), Krzysztof Jasiński (), Tomasz Rychlik () and Marcin Spryszyński ()

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 7, 877-894

Abstract: We consider the mixed systems composed of a fixed number of components whose lifetimes are i.i.d. with a known distribution which has a positive and finite variance. We show that a certain of the k-out-of-n systems has the minimal lifetime variance, and the maximal one is attained by a mixture of series and parallel systems. The number of the k-out-of-n system, and the probability weights of the mixture depend on the first two moments of order statistics of the parent distribution of the component lifetimes. We also show methods of calculating extreme system lifetime variances under various restrictions on the system lifetime expectations, and vice versa. Copyright The Author(s) 2012

Keywords: Mixed system; k-out-of-n system; Samaniego signature; Order statistic; i.i.d. random variables; Variance (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00184-011-0357-5

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