Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems

Verfasser / Beitragende:
[Paula Reis, Luísa Canto e Castro, Sandra Dias, M. Gomes]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/1(2015-03-01), 189-206
Format:
Artikel (online)
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024 7 0 |a 10.1007/s11009-013-9338-7  |2 doi 
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245 0 0 |a Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems  |h [Elektronische Daten]  |c [Paula Reis, Luísa Canto e Castro, Sandra Dias, M. Gomes] 
520 3 |a In reliability theory any coherent system can be represented as either a series-parallel or a parallel-series system. Its lifetime can thus be written as the minimum of maxima or the maximum of minima. For large-scale coherent systems it is sensible to assume that the number of system components goes to infinity. Then, the possible non-degenerate extreme value laws either for maxima or for minima are eligible candidates for the system reliability or at least for the finding of adequate lower and upper bounds for the reliability. The identification of the possible limit laws for the system reliability of homogeneous series-parallel (or parallel-series) systems has already been done under different frameworks. However, it is well-known that in most situations such non-degenerate limit laws are better approximated by an adequate penultimate distribution. Dealing with regular and homogeneous parallel-series systems, we assess both theoretically and through Monte-Carlo simulations the gain in accuracy when a penultimate approximation is used instead of the ultimate one. 
540 |a Springer Science+Business Media New York, 2013 
690 7 |a Extreme value theory  |2 nationallicence 
690 7 |a Monte-Carlo simulation  |2 nationallicence 
690 7 |a Penultimate and ultimate approximations  |2 nationallicence 
690 7 |a System reliability  |2 nationallicence 
700 1 |a Reis  |D Paula  |u CEAUL, Lisboa, Portugal  |4 aut 
700 1 |a Canto e Castro  |D Luísa  |u CEAUL, Lisboa, Portugal  |4 aut 
700 1 |a Dias  |D Sandra  |u CM-UTAD, Vila Real, Portugal  |4 aut 
700 1 |a Gomes  |D M.  |u CEAUL, Lisboa, Portugal  |4 aut 
773 0 |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/1(2015-03-01), 189-206  |x 1387-5841  |q 17:1<189  |1 2015  |2 17  |o 11009 
856 4 0 |u https://doi.org/10.1007/s11009-013-9338-7  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s11009-013-9338-7  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Reis  |D Paula  |u CEAUL, Lisboa, Portugal  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Canto e Castro  |D Luísa  |u CEAUL, Lisboa, Portugal  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Dias  |D Sandra  |u CM-UTAD, Vila Real, Portugal  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Gomes  |D M.  |u CEAUL, Lisboa, Portugal  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/1(2015-03-01), 189-206  |x 1387-5841  |q 17:1<189  |1 2015  |2 17  |o 11009