Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146753 | Journal of Multivariate Analysis | 2011 | 6 Pages |
Abstract
The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of weighted means of the structure function values. We then derive a formula for the computation of the coefficients of these weighted means in the special case of independent continuous lifetimes. Finally, we interpret this extended concept of signature through a natural least squares approximation problem.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Jean-Luc Marichal, Pierre Mathonet,