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

Author:

Navarro Jorge,Fernández-Sánchez Juan

Abstract

AbstractThe signature representation shows that the reliability of the system is a mixture of the reliability functions of the k-out-of-n systems. 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.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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