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Computing system signatures through reliability functions

Jean-Luc Marichal and Pierre Mathonet

Statistics & Probability Letters, 2013, vol. 83, issue 3, 710-717

Abstract: For a system with i.i.d. component lifetimes the Samaniego signature can be computed for instance from 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.

Keywords: System signature; Reliability function; Modular decomposition (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.spl.2012.11.018

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