Stochastic comparison of series and parallel systems lifetime in Archimedean copula under random shock

Fuente: arXiv
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Autori principali: Islam, Sarikul, Gupta, Nitin
Natura: Preprint
Pubblicazione: 2024
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author Islam, Sarikul
Gupta, Nitin
author_facet Islam, Sarikul
Gupta, Nitin
contents In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We establish certain conditions on the lifetime of individual components where the dependency among components defined by Archimedean copulas, and the impact of random shocks on the overall system lifetime to get the results. We consider components whose survival functions are either increasing log-concave or decreasing log-convex functions of the parameters involved. These conditions make it possible to compare the lifetimes of two systems using the usual stochastic order framework. Additionally, we provide examples and graphical representations to elucidate our theoretical findings.
format Preprint
id arxiv_https___arxiv_org_abs_2406_05834
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Stochastic comparison of series and parallel systems lifetime in Archimedean copula under random shock
Islam, Sarikul
Gupta, Nitin
Statistics Theory
Probability
Applications
Primary: 60E15, 90B25, Secondary: 62G30
In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We establish certain conditions on the lifetime of individual components where the dependency among components defined by Archimedean copulas, and the impact of random shocks on the overall system lifetime to get the results. We consider components whose survival functions are either increasing log-concave or decreasing log-convex functions of the parameters involved. These conditions make it possible to compare the lifetimes of two systems using the usual stochastic order framework. Additionally, we provide examples and graphical representations to elucidate our theoretical findings.
title Stochastic comparison of series and parallel systems lifetime in Archimedean copula under random shock
topic Statistics Theory
Probability
Applications
Primary: 60E15, 90B25, Secondary: 62G30
url https://arxiv.org/abs/2406.05834