The Reliability of $K$ Out of $N$ Systems
Boland, Philip J. ; Proschan, Frank
Ann. Probab., Tome 11 (1983) no. 4, p. 760-764 / Harvested from Project Euclid
A system with $n$ independent components which functions if and only if at least $k$ of the components function is a $k$ out of $n$ system. Parallel systems are 1 out of $n$ systems and series systems are $n$ out of $n$ systems. If $\mathbf{p} = (p_1, \cdots, p_n)$ is the vector of component reliabilities for the $n$ components, then $h_k(\mathbf{p})$ is the reliability function of the system. It is shown that $h_k(\mathbf{p})$ is Schur-convex in $\lbrack(k - 1)/(n - 1), 1\rbrack^n$ and Schur-concave in $\lbrack 0, (k - 1)/(n - 1)\rbrack^n$. More particularly if $\prod$ is an $n \times n$ doubly stochastic matrix, then $h_k(\mathbf{p}) \geq (\leq)h_k(\mathbf{p}\prod)$ whenever $\mathbf{p} \in \lbrack(k - 1)/(n - 1), 1\rbrack^n(\lbrack 0, (k - 1)/(n - 1)\rbrack^n)$. This Theorem is compared with a result on Schur-convexity and -concavity by Gleser [2] which in turn extends work of Hoeffding [4].
Publié le : 1983-08-14
Classification:  $k$ out of $n$ systems,  majorization,  Schur-convexity and Schur-concavity,  independent Bernoulli trials,  60C05,  62N05,  62E15,  26B25
@article{1176993520,
     author = {Boland, Philip J. and Proschan, Frank},
     title = {The Reliability of $K$ Out of $N$ Systems},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 760-764},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993520}
}
Boland, Philip J.; Proschan, Frank. The Reliability of $K$ Out of $N$ Systems. Ann. Probab., Tome 11 (1983) no. 4, pp.  760-764. http://gdmltest.u-ga.fr/item/1176993520/