Mathematics – Statistics Theory
Scientific paper
2004-06-25
Annals of Statistics 2004, Vol. 32, No. 3, 1289-1311
Mathematics
Statistics Theory
Scientific paper
10.1214/009053604000000373
A certain type of integer grid, called here an echelon grid, is an object found both in coherent systems whose components have a finite or countable number of levels and in algebraic geometry. If \alpha=(\alpha_1,...,\alpha_d) is an integer vector representing the state of a system, then the corresponding algebraic object is a monomial x_1^{\alpha_1}... x_d^{\alpha_d} in the indeterminates x_1,..., x_d. The idea is to relate a coherent system to monomial ideals, so that the so-called Scarf complex of the monomial ideal yields an inclusion-exclusion identity for the probability of failure, which uses many fewer terms than the classical identity. Moreover in the ``general position'' case we obtain via the Scarf complex the tube bounds given by Naiman and Wynn [J. Inequal. Pure Appl. Math. (2001) 2 1-16]. Examples are given for the binary case but the full utility is for general multistate coherent systems and a comprehensive example is given.
Giglio Beatrice
Wynn Henry P.
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