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March 2015 Extreme dispersions of semicoherent and mixed system lifetimes
Patryk Miziuła, Tomasz Rychlik
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J. Appl. Probab. 52(1): 117-128 (March 2015). DOI: 10.1239/jap/1429282610

Abstract

We consider semicoherent and mixed systems with exchangeable components. We present sharp lower and upper bounds on various dispersion measures (in particular, variance and median absolute deviation) of the system lifetime, expressed in terms of the system signature and the dispersion of a single component lifetime. We construct joint exchangeable distributions of component lifetimes with two-point marginals which attain the bounds in the limit.

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Patryk Miziuła. Tomasz Rychlik. "Extreme dispersions of semicoherent and mixed system lifetimes." J. Appl. Probab. 52 (1) 117 - 128, March 2015. https://doi.org/10.1239/jap/1429282610

Information

Published: March 2015
First available in Project Euclid: 17 April 2015

zbMATH: 06441355
MathSciNet: MR3336850
Digital Object Identifier: 10.1239/jap/1429282610

Subjects:
Primary: 62N05
Secondary: 60E15, 62G30

Rights: Copyright © 2015 Applied Probability Trust

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Vol.52 • No. 1 • March 2015
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