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Evaluations of quantiles of system lifetime distributions

Tomasz Rychlik

European Journal of Operational Research, 2017, vol. 256, issue 3, 935-944

Abstract: For each coherent and mixed system with exchangeable components, we provide sharp bounds on the deviations of system lifetime distribution quantiles from the respective quantiles of single component lifetime distributions. The bounds are expressed in the scale units generated by the absolute moments of various orders of the component lifetime centered about the median of its distribution.

Keywords: Coherent system; Mixed system; Samaniego signature; Quantile; Sharp bound (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:256:y:2017:i:3:p:935-944

DOI: 10.1016/j.ejor.2016.06.054

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European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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