کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145737 1489670 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic comparison of lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems with heterogeneous dependent components
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Stochastic comparison of lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems with heterogeneous dependent components
چکیده انگلیسی

In this paper, we shall generalize stochastic comparison of lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems of possibly dependent lifetimes. The type of dependency assumed throughout this paper is according to Archimedean copulas with nn-monotone and completely monotone (cm) generators. In fact, we provide certain conditions under which one can compare lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems with dependent components with respect to usual stochastic ordering. We also consider the Archimedean copula with an nn-monotone generator obtained by gamma distribution (which generates Gamma-Simplex Copulas described in McNeil and Nešlehovà (2010) [19]). The cumulative distribution function (cdf) of the lifetime of an (n−k+1)(n−k+1)-out-of-nn system with dependent components is also obtained. Then, some trivial conditions under which one can compare lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems in this case are provided. The cdf of order statistics arising from a random vector whose dependence structure is described by an Archimedean copula with a cm generator is also obtained. Some simple conditions under which one can compare lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems in this case are investigated. Finally, we shall generalize the results of Ma (1997), which compare lifetimes of two (n−k+1)(n−k+1)-out-of-nn systems with heterogeneous dependent populations and homogeneous dependent populations, for samples with dependent components.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 130, September 2014, Pages 240–251
نویسندگان
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