RT journal article
T1 A variance-based importance index for systems with dependent components
A1 Arriaza Gómez, Antonio Jesús
A1 Navarro, Jorge
A1 Sordo Díaz, Miguel Ángel
A1 Suárez Llorens, Alfonso
A2 Estadística e Investigación Operativa
K1 Importance measures
K1 Coherent systems
K1 Dependence
K1 Copulas
K1 Monte Carlo methods
AB This paper 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. We also provide some procedures to approximate the importance measure by Monte Carlo simulation methods. Finally, we illustrate the main results with several examples.
PB Elsevier
SN 0165-0114
YR 2023
FD 2023
LK http://hdl.handle.net/10498/30209
UL http://hdl.handle.net/10498/30209
LA eng
DS Repositorio Institucional de la Universidad de Cádiz
RD 21-sep-2026