Following a review of the basic ideas in structural reliability, including signature-based representation and preservation theorems for systems whose components have independent and identically distributed (i.i.d.) lifetimes, extensions that apply to the comparison of coherent systems of different sizes, and stochastic mixtures of them, are obtained. It is then shown that these results may be extended to vectors of exchangeable random lifetimes. In particular, for arbitrary systems of sizes m < n with exchangeable component lifetimes, it is shown that the distribution of an m-component system's lifetime can be written as a mixture of the distributions of k-out-of-n systems. When the system has n components, the vector of coefficients in this mixture representation is precisely the signature of the system defined in Samaniego, IEEE Trans Reliabil R-34 (1985) 69-72. These mixture representations are then used to obtain new stochastic ordering properties for coherent or mixed systems of different sizes.
Abstract:The signature of a system with independent and identically distributed (i.i.d.) component lifetimes is a vector whose ith element is the probability that the ith component failure is fatal to the system. System signatures have been found to be quite useful tools in the study and comparison of engineered systems. In this article, the theory of system signatures is extended to versions of signatures applicable in dynamic reliability settings. It is shown that, when a working used system is inspected at time t and it is noted that precisely k failures have occurred, the vector s ∈ [0, 1] n−k whose j th element is the probability that the (k + j)th component failure is fatal to the system, for j = 1, 2, . . . , n − k, is a distribution-free measure of the design of the residual system. Next, known representation and preservation theorems for system signatures are generalized to dynamic versions. Two additional applications of dynamic signatures are studied in detail. The well-known "new better than used" (NBU) property of aging systems is extended to a uniform (UNBU) version, which compares systems when new and when used, conditional on the known number of failures. Sufficient conditions are given for a system to have the UNBU property. The application of dynamic signatures to the engineering practice of "burn-in" is also treated. Specifically, we consider the comparison of new systems with working used systems burned-in to a given ordered component failure time. In a reliability economics framework, we illustrate how one might compare a new system to one successfully burned-in to the kth component failure, and we identify circumstances in which burn-in is inferior (or is superior) to the fielding of a new system.
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