Computing system signatures through reliability functions

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.

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Year of publication:	2013
Authors:	Marichal, Jean-Luc ; Mathonet, Pierre
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 710-717
Publisher:	Elsevier
Subject:	System signature \| Reliability function \| Modular decomposition

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010616877