Preservation of distributional properties of component lifetimes by system lifetimes

Barry C. Arnold (), Tomasz Rychlik () and Magdalena Szymkowiak ()
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Barry C. Arnold: University of California
Tomasz Rychlik: Polish Academy of Sciences
Magdalena Szymkowiak: Poznan University of Technology

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, vol. 31, issue 4, No 2, 930 pages

Abstract: Abstract We analyze reliability systems with components whose lifetimes are identically distributed, and whose joint distribution admits a Samaniego signature representation of the system lifetime distribution. Our main result is the following. We assume that two systems have the same structure and that the lifetimes of the components of the systems share the same dependence copula. If the first system lifetime precedes (succeeds) its single component lifetime in the convex transform order, and if also the component lifetime of the second system precedes the (succeeds) component lifetime of the first system in the convex transform order then the system-component ordering property is preserved by the second system lifetime, i.e., the system lifetime precedes (succeeds) the component lifetime in the second system also. This allows us to conclude various sufficient and necessary conditions on the system signatures under which the monotone failure rate and density properties of the component lifetimes are inherited by the system lifetime under the condition that the component lifetimes are independent.

Keywords: Coherent system; Mixed system; Convex transform order; Monotone failure rate; Monotone density; Diagonally dependent copula; 60E15; 62N05 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11749-022-00808-z

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