Multivariate integration of functions depending explicitly on the minimum and the maximum of the variables

By using some basic calculus of multiple integration, we provide an alternative expression of the integral $$\int_{]a,b[^n} f(\mathbf{x},\min x_i,\max x_i) d\mathbf{x},$$ in which the minimum and the maximum are replaced with two single variables. We demonstrate the usefulness of that expression in the computation of orness and andness average values of certain aggregation functions. By generalizing our result to Riemann-Stieltjes integrals, we also provide a method for the calculation of certain expected values and distribution functions.Comment: 15 page

Invariant functionals on completely distributive lattices

In this paper we are interested in functionals defined on completely distributive lattices and which are invariant under mappings preserving {arbitrary} joins and meets. We prove that the class of nondecreasing invariant functionals coincides with the class of Sugeno integrals associated with $\{0,1\}$-valued capacities, the so-called term functionals, thus extending previous results both to the infinitary case as well as to the realm of completely distributive lattices. Furthermore, we show that, in the case of functionals over complete chains, the nondecreasing condition is redundant. Characterizations of the class of Sugeno integrals, as well as its superclass comprising all polynomial functionals, are provided by showing that the axiomatizations (given in terms of homogeneity) of their restriction to finitary functionals still hold over completely distributive lattices. We also present canonical normal form representations of polynomial functionals on completely distributive lattices, which appear as the natural extensions to their finitary counterparts, and as a by-product we obtain an axiomatization of complete distributivity in the case of bounded lattices

Weighted lattice polynomials

We define the concept of weighted lattice polynomial functions as lattice polynomial functions constructed from both variables and parameters. We provide equivalent forms of these functions in an arbitrary bounded distributive lattice. We also show that these functions include the class of discrete Sugeno integrals and that they are characterized by a median based decomposition formula.Comment: Revised version (minor changes

Weighted lattice polynomials of independent random variables

We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include ordinary lattice polynomial functions and, particularly, order statistics, our results encompass the corresponding formulas for these particular functions. We also provide an application to the reliability analysis of coherent systems.Comment: 14 page

On indefinite sums weighted by periodic sequences

For any integer $q\geq 2$ we provide a formula to express indefinite sums of a sequence $(f(n))_{n\geq 0}$ weighted by $q$-periodic sequences in terms of indefinite sums of sequences $(f(qn+p))_{n\geq 0}$, where $p\in\{0,\ldots,q-1\}$. When explicit expressions for the latter sums are available, this formula immediately provides explicit expressions for the former sums. We also illustrate this formula through some examples

Computing subsignatures of systems with exchangeable component lifetimes

The subsignatures of a system with continuous and exchangeable component lifetimes form a class of indexes ranging from the Samaniego signature to the Barlow-Proschan importance index. These indexes can be computed through explicit linear expressions involving the values of the structure function of the system. We show how the subsignatures can be computed more efficiently from the reliability function of the system via identifications of variables, differentiations, and integrations

Algorithms and formulas for conversion between system signatures and reliability functions

The concept of signature is a useful tool in the analysis of semicoherent systems with continuous and i.i.d. component lifetimes, especially for the comparison of different system designs and the computation of the system reliability. For such systems, we provide conversion formulas 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 the 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

Structure functions and minimal path sets

In this short note we give and discuss a general multilinear expression of the structure function of an arbitrary semicoherent system in terms of its minimal path and cut sets. We also examine the link between the number of minimal path and cut sets consisting of 1 or 2 components and the concept of structure signature of the system

On modular decompositions of system signatures

Considering a semicoherent system made up of $n$ components having i.i.d. continuous lifetimes, Samaniego defined its structural signature as the $n$-tuple whose $k$-th coordinate is the probability that the $k$-th component failure causes the system to fail. This $n$-tuple, which depends only on the structure of the system and not on the distribution of the component lifetimes, is a very useful tool in the theoretical analysis of coherent systems. It was shown in two independent recent papers how the structural signature of a system partitioned into two disjoint modules can be computed from the signatures of these modules. In this work we consider the general case of a system partitioned into an arbitrary number of disjoint modules organized in an arbitrary way and we provide a general formula for the signature of the system in terms of the signatures of the modules. The concept of signature was recently extended to the general case of semicoherent systems whose components may have dependent lifetimes. The same definition for the $n$-tuple gives rise to the probability signature, which may depend on both the structure of the system and the probability distribution of the component lifetimes. In this general setting, we show how under a natural condition on the distribution of the lifetimes, the probability signature of the system can be expressed in terms of the probability signatures of the modules. We finally discuss a few situations where this condition holds in the non-i.i.d. and nonexchangeable cases and provide some applications of the main results