Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks

Ebrahim Amini-Seresht (), Ebrahim Nasiroleslami and Narayanaswamy Balakrishnan
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Ebrahim Amini-Seresht: Bu-Ali Sina University
Ebrahim Nasiroleslami: Bu-Ali Sina University
Narayanaswamy Balakrishnan: McMaster University

Metrika: International Journal for Theoretical and Applied Statistics, 2024, vol. 87, issue 2, No 2, 133-153

Abstract: Abstract In this paper, we consider two k-out-of-n systems comprising heterogeneous dependent components under random shocks, with an Archimedean copula. We then provide sufficient conditions on the distributions of components’ lifetimes and the generator of the Archimedean copula and on the random shocks for comparing the lifetimes of two systems with respect to the usual stochastic order. Finally, we present some examples to illustrate the established results.

Keywords: Usual stochastic order; Random shocks; Majorization; Archimedean survival copula (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00184-023-00905-5

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