A variance-based importance index for systems with dependent components.

Arriaza, A.; Navarro, J.; Sordo, M.A.; Suárez-Llorens, A.

Publication:
A variance-based importance index for systems with dependent components.

dc.contributor.author	Arriaza, A.
dc.contributor.author	Navarro, J.
dc.contributor.author	Sordo, M.A.
dc.contributor.author	Suárez-Llorens, A.
dc.contributor.department	Estadística e Investigación Operativa
dc.date.accessioned	2024-01-18T13:06:40Z
dc.date.available	2024-01-18T13:06:40Z
dc.date.issued	2023-09-15
dc.description	© 2023. Elsevier. “Once the embargo has passed this document Will be available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/”. This document is the accepted version of a published work that appeared in final form in Fuzzy Sets and Systems	es
dc.description.abstract	This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous com-ponents. 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 estima-tion 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.	es
dc.embargo.terms	2025-09-15
dc.format	application/pdf	es
dc.format.extent	43	es
dc.identifier.citation	Fuzzy Sets and Systems 467, 108482.
dc.identifier.doi	https://doi.org/10.1016/j.fss.2023.02.003
dc.identifier.issn	Print: 0165-0114
dc.identifier.uri	http://hdl.handle.net/10201/137398
dc.language	eng	es
dc.publisher	Elsevier	es
dc.relation	Proyecto del Ministerio de Ciencia e Innovación, PID2019-103971GBI00/AEI/10.13039/501100011033 (AEI/FEDER,UE)	es
dc.relation.publisherversion	https://www.sciencedirect.com/science/article/pii/S0165011423000404?via%3Dihub	es
dc.rights	info:eu-repo/semantics/embargoedAccess	es
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internacional	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Importance measures	es
dc.subject	Coherent Systems	es
dc.subject	Dependence	es
dc.subject	Copulas;	es
dc.subject	Monte Carlo methods	es
dc.subject.other	CDU::5 - Ciencias puras y naturales::51 - Matemáticas	es
dc.title	A variance-based importance index for systems with dependent components.	es
dc.type	info:eu-repo/semantics/article	es
dspace.entity.type	Publication	es