On the extension of signature-based representations for coherent systems with dependent non-exchangeable components

被引:10
|
作者
Navarro, Jorge [1 ]
Fernandez-Sanchez, Juan [2 ]
机构
[1] Univ Murcia, Fac Matemat, Murcia 30100, Spain
[2] Univ Almeria, Grp Invest Anal Matemat, Almeria 04120, Spain
关键词
Signature; copula; stochastic orders; k-out-of-nsystems; ORDERING PROPERTIES;
D O I
10.1017/jpr.2020.20
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The signature representation shows that the reliability of the system is a mixture of the reliability functions of thek-out-of-nsystems. The first representation was obtained for systems with independent and identically distributed (IID) components and after it was extended to exchangeable (EXC) components. The purpose of the present paper is to extend it to the class of systems with identically distributed (ID) components which have a diagonal-dependent copula. We prove that this class is much larger than the class with EXC components. This extension is used to compare systems with non-EXC components.
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页码:429 / 440
页数:12
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