Mixed systems with minimal and maximal lifetime variances |
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Authors: | Marek Be?ka Krzysztof Jasiński Tomasz Rychlik Marcin Spryszyński |
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Institution: | (1) Department of Mathematics and Statistics, McMaster University, Hamilton, L8S 4K1, Canada;(2) Universidad de Murcia, Murcia, Spain;(3) Department of Statistics, University of California, Davis, USA |
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Abstract: | We consider the mixed systems composed of a fixed number of components whose lifetimes are i.i.d. with a known distribution which has a positive and finite variance. We show that a certain of the k-out-of-n systems has the minimal lifetime variance, and the maximal one is attained by a mixture of series and parallel systems. The number of the k-out-of-n system, and the probability weights of the mixture depend on the first two moments of order statistics of the parent distribution of the component lifetimes. We also show methods of calculating extreme system lifetime variances under various restrictions on the system lifetime expectations, and vice versa. |
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