Mathematics – Probability
Scientific paper
2010-04-19
Journal of Multivariate Analysis 102 (5) (2011) 931-936
Mathematics
Probability
Scientific paper
10.1016/j.jmva.2011.01.010
The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of weighted means of the structure function values. We then derive a formula for the computation of the coefficients of these weighted means in the special case of independent continuous lifetimes. Finally, we interpret this extended concept of signature through a natural least squares approximation problem.
Marichal Jean-Luc
Mathonet Pierre
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