Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems

Jorge Navarro (), Yolanda Águila, Miguel A. Sordo and Alfonso Suárez-Llorens
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Jorge Navarro: Universidad de Murcia
Yolanda Águila: Universidad de Almería
Miguel A. Sordo: Universidad de Cádiz
Alfonso Suárez-Llorens: Universidad de Cádiz

Methodology and Computing in Applied Probability, 2016, vol. 18, issue 2, 529-545

Abstract: Abstract The preservation of stochastic orders under the formation of coherent systems is a relevant topic in the reliability theory. Several properties have been obtained under the assumption of identically distributed components. In this paper we obtain ordering preservation results for generalized distorted distributions (GDD) which, in particular, can be used to obtain preservation results for coherent systems with non-identically distributed components. We consider both the cases of independent and dependent components. The preservation results obtained here for GDD can also be applied to other statistical concepts.

Keywords: Stochastic orders; Coherent systems; Order statistics; Copulas; 62K10; 60E15; 90B25 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (8)

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DOI: 10.1007/s11009-015-9441-z

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