Speaker
Dr
Alfonso Suarez-Llorens
(Universidad de Cádiz)
Description
Our work proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the dependence structure among the components by the concept of copula. The proposed measure allows us to provide the best estimation of the system lifetime, in terms of the mean squared error, under the assumption that the lifetime of one of its components is known. We include theoretical results that are useful to calculate a closed-form of our measure and to compare two components of a system. Finally, we illustrate the main results with several examples.
| Classification | Both methodology and application |
|---|---|
| Keywords | Importance measures; coherent systems; dependence; copulas |
Primary authors
Dr
Jorge Navarro
(Universidad de Murcia)
Dr
Antonio Arriaza-Gómez
(Universidad de Cádiz)
Dr
M. A. Sordo
(Universidad de Cádiz)
Dr
Alfonso Suarez-Llorens
(Universidad de Cádiz)