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Algorithms and Formulae for Conversion Between System Signatures and Reliability Functions

Published online by Cambridge University Press:  30 January 2018

Jean-Luc Marichal*
Affiliation:
University of Luxembourg
*
Postal address: Mathematics Research Unit, FSTC, University of Luxembourg, 6, rue Coudenhove-Kalergi, L-1359 Luxembourg, Luxembourg. Email address: jean-luc.marichal@uni.lu
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Abstract

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The concept of a signature is a useful tool in the analysis of semicoherent systems with continuous, and independent and identically distributed component lifetimes, especially for the comparison of different system designs and the computation of the system reliability. For such systems, we provide conversion formulae between the signature and the reliability function through the corresponding vector of dominations and we derive efficient algorithms for the computation of any of these concepts from any other. We also show how the signature can be easily computed from the reliability function via basic manipulations such as differentiation, coefficient extraction, and integration.

Type
Research Article
Copyright
© Applied Probability Trust 

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