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Multistate systems reliability : theory with applications PDF

263 Pages·2011·1.533 MB·English
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Multistate Systems Reliability Theory with Applications WILEY SERIES IN PROBABILITY AND STATISTICS Established by WALTERA. SHEWHART and SAMUEL S. WILKS Editors David J. Balding, Noel A. C. Cressie, Garrett M. Fitzmaurice, Harvey Goldstein, Geert Molenberghs,David W. Scott, Adrian F.M. Smith, Ruey S. Tsay, Sanford Weisberg Editors Emeriti Vic Barnett, Ralph A. Bradley, J. Stuart Hunter, J.B. Kadane, David G. Kendall, Jozef L. Teugels A complete list of the titles in this series appears at the end of this volume. Multistate Systems Reliability Theory with Applications Bent Natvig University of Oslo, Norway A John Wiley and Sons, Ltd., Publication Thiseditionfirstpublished2011 2011JohnWiley&Sons,Ltd Registeredoffice JohnWiley&SonsLtd,TheAtrium,SouthernGate,Chichester,WestSussex,PO198SQ, UnitedKingdom For details of our global editorial offices, for customer services and for information about how to apply for permission to reuse the copyright material in this book please see our website at www.wiley.com. Therightoftheauthortobeidentifiedastheauthorofthisworkhasbeenassertedinaccordance withtheCopyright,DesignsandPatentsAct1988. All rightsreserved.Nopartofthis publicationmaybereproduced,storedin a retrievalsystem, ortransmitted,inanyformorbyanymeans,electronic,mechanical,photocopying,recordingor otherwise,exceptaspermittedbytheUKCopyright,DesignsandPatentsAct1988,withoutthe priorpermissionofthepublisher. Wiley also publishes its books in a variety of electronic formats. Some content that appears in printmaynotbeavailableinelectronicbooks. Designations used by companies to distinguish their products are often claimed as trademarks. Allbrandnamesandproductnamesusedinthisbookaretradenames,servicemarks,trademarks or registered trademarks of their respective owners. The publisher is not associated with any productor vendormentionedin this book.This publicationis designedto provideaccurateand authoritativeinformationinregardtothesubjectmattercovered.Itissoldontheunderstanding thatthepublisherisnotengagedinrenderingprofessionalservices.Ifprofessionaladviceorother expertassistanceisrequired,theservicesofacompetentprofessionalshouldbesought. LibraryofCongressCataloging-in-PublicationData Natvig,Bent,1946- Multistatesystemsreliabilitytheorywithapplications/BentNatvig. p.cm. Includesbibliographicalreferencesandindex. ISBN978-0-470-69750-4(cloth) 1.Reliability(Engineering)2.Stochasticsystems.I.Title. TA169.N382011 620(cid:1).00452 – dc22 2010034245 AcataloguerecordforthisbookisavailablefromtheBritishLibrary. PrintISBN:978-0-470-69750-4 ePDFISBN:978-0-470-97707-1 oBookISBN:978-0-470-97708-8 ePubISBN:978-0-470-97713-2 Typesetin11/13Times-RomanbyLaserwordsPrivateLimited,Chennai,India To my Mother, Kirsten, for giving me jigsaws instead of cars, and to Helga for letting me (at least for the last 40 years) run in the sun and work when normal people relax. Contents Preface xi Acknowledgements xv List of abbreviations xvii 1 Introduction 1 1.1 Basic notation and two simple examples 2 1.2 An offshore electrical power generation system 4 1.3 Basic definitions from binary theory 6 1.4 Early attempts to define multistate coherent systems 9 1.5 Exercises 10 2 Basics 11 2.1 Multistate monotone and coherent systems 11 2.2 Binary type multistate systems 16 2.3 Multistate minimal path and cut vectors 22 2.4 Stochastic performance of multistate monotone and coherent systems 30 2.5 Stochastic performance of binary type multistate strongly coherent systems 43 2.6 Exercises 46 3 Bounds for system availabilities and unavailabilities 49 3.1 Performance processes of the components and the system 50 3.2 Basic bounds in a time interval 53 3.3 Improved bounds in a time interval using modular decompositions 61 3.4 Improved bounds at a fixed point of time using modular decompositions 67 3.5 Strict and exactly correct bounds 75 viii CONTENTS 3.6 Availabilities and unavailabilities of the components 80 3.7 The simple network system revisited 84 3.8 The offshore electrical power generation system revisited 91 4 An offshore gas pipeline network 99 4.1 Description of the system 99 4.2 Bounds for system availabilities and unavailabilities 107 5 Bayesian assessment of system availabilities 113 5.1 Basic ideas 113 5.2 Moments for posterior component availabilities and unavailabilities 117 5.3 Bounds for moments for system availabilities and unavailabilities 119 5.4 A simulation approach and an application to the simple network system 127 6 Measures of importance of system components 133 6.1 Introduction 133 6.2 Measures of component importance in nonrepairable systems 134 6.2.1 The Birnbaum measure 135 6.2.2 The Barlow–Proschan measure 137 6.2.3 The Natvig measure 138 6.3 The Birnbaum and Barlow–Proschan measures of component importance in repairable systems and the latter’s dual extension 142 6.3.1 The Birnbaum measure 142 6.3.2 The Barlow–Proschan measure 143 6.3.3 The dual extension of the Barlow–Proschan measure 147 6.4 The Natvig measure of component importance in repairable systems and its dual extension 149 6.4.1 The Natvig measure 149 6.4.2 The dual extension of the Natvig measure 154 6.5 Concluding remarks 160 7 Measures of component importance – a numerical study 161 7.1 Introduction 161 7.2 Component importance in two three-component systems 162 7.3 Component importance in the bridge system 173

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