Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components

Coherent systems, i.e., multicomponent systems where every component monotonically affects the working state or failure of the whole system, are among the main objects of study in reliability analysis. Consider a coherent system with possibly dependent components having lifetime T , and assume we know that it failed before a given time t > 0. Its inactivity time t −T can be evaluated under different conditional events. In fact, one might just know that the system has failed and then consider the inactivity time (t − T |T ≤ t), or one may also know which ones of the components have failed before time t, and then consider the corresponding system’s inactivity time under this condition. For all these cases, we obtain a representation of the reliability function of system inactivity time based on the recently defined notion of distortion functions. Making use of these representations, new stochastic comparison results for inactivity times of systems under the different conditional events are provided. These results can also be applied to order statistics which can be seen as particular cases of coherent systems (k-out-of-n systems, i.e., systems which work when at least k of their n components work)

Past Lifetime and Inactivity Time: from Entropy to Coherent Systems

Information Theory was originally proposed by Claude Shannon in 1948 in the landmark paper entitled "A Mathematical Theory of Communication". In this paper the concept of entropy was adopted for the first time in a field other than thermodynamics and statistical mechanics. Since then, the interest in entropy has grown more and more and the current literature now focuses mainly on the analysis of residual lifetime. However, in recent years the interest has 'changed direction'. New notions of entropy have been introduced and are used to describe the past lifetime and the inactivity time of a given system or of a component that is found not to be working at the current time. Moreover inferences about the history of a system may be of interest in real life situations. So, the past lifetime and the inactivity time can also be analysed in the context of the theory of coherent systems

Multivariate Reversed Hazard Rates and Inactivity Times of Systems

The family of the multivariate conditional hazard rate functions often reveals to be a convenient tool to describe the joint probability distribution of a vector of non-negative random variables (lifetimes) in the absolutely continuous case. Such a tool can have in particular an important role in the study of the behavior of the minima among inter-dependent lifetimes. In this paper we introduce the concept of reversed multivariate conditional hazard rate functions, which extends the one-dimensional notion of reversed hazard rate of a single non-negative random variable. Several basic properties of this concept are proven. In particular, we point out a related role in the study of the behavior of the maximum value among inter-dependent lifetimes. In different applied fields, and in particular in the reliability literature, a remarkable class of dependence models for vectors of lifetimes is related with the load-sharing condition, which can be defined in terms of the multivariate conditional hazard rate functions. In the paper we define the class of reversed load-sharing models, which can be seen as natural extensions to the multivariate case of the univariate inverse exponential distributions. We analyze basic properties of such a class of dependence models. In particular we show a result related to the study of the inactivity time of a coherent system when the joint distribution of the components' lifetimes is a reversed load-sharing model

Generalized Marshall-Olkin Distributions, and Related Bivariate Aging Properties

National Natural Science Foundation of China [10771090]A class of generalized bivariate Marshall-Olkin distributions, which includes as special cases the Marshall-Olkin bivariate exponential distribution and the Marshall-Olkin type distribution due to Muliere and Scarsini (1987) [19] are examined in this paper. Stochastic comparison results are derived, and bivariate aging properties, together with properties related to evolution of dependence along time, are investigated for this class of distributions. Extensions of results previously presented in the literature are provided as well. (C) 2011 Elsevier Inc. All rights reserved