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AbstractThe survival signature has recently been presented as an attractive concept to aid quantification of system reliability. It has similar characteristics as the system signature, which is well established, but contrary to the latter it is easily applicable to systems with multiple types of components. We present an introductory overview of the survival signature together with new results to aid computation. We develop nonparametric predictive inference for system reliability using the survival signature. The focus is on the failure time of a system, given failure times of tested components of the same types as used in the system.
In reliability, failure data often correspond to competing risks, where several failure modes can cause a unit to fail. This paper presents nonparametric predictive inference (NPI) for competing risks data, assuming that the different failure modes are independent. NPI is a statistical approach based on few assumptions, with inferences strongly based on data and with uncertainty quantified via lower and upper probabilities. The focus is on the lower and upper probabilities for the event that a future unit will fail due to a specific failure mode. The paper illustrates the effect of grouping different failure modes together, and some special cases and features are discussed. It is also shown that NPI can easily deal with competing risks data resulting from experiments with progressive censoring. Furthermore, new formulae are presented for the NPI lower and upper survival functions.
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