Stochastic comparisons of coherent systems

Jorge Navarro ()
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Jorge Navarro: Universidad de Murcia

Metrika: International Journal for Theoretical and Applied Statistics, 2018, vol. 81, issue 4, No 5, 465-482

Abstract: Abstract The study of stochastic comparisons of coherent systems with different structures is a relevant topic in reliability theory. Several results have been obtained for specific distributions. The present paper is focused on distribution-free comparisons, that is, orderings which do not depend on the component distributions. Different assumptions for the component lifetimes are considered which lead us to different comparison techniques. Thus, if the components are independent and identically distributed (IID) or exchangeable, the orderings are obtained by using signatures. If they are just ID (homogeneous components), then ordering results for distorted distributions are used. In the general case or in the case of independent (heterogeneous) components, a similar technique based on generalized distorted distributions is applied. In these cases, the ordering results may depend on the copula used to model the dependence between the component lifetimes. Some illustrative examples are included in each case.

Keywords: Coherent systems; Signature; Stochastic comparisons; Copula; Distorted distributions (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00184-018-0650-7

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