کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129326 1489640 2017 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
چکیده انگلیسی

Let X=(X1,…,Xn) be an n-tuple of random variables where each Xj has the same known distribution function F and where there is a number k≤n such that for each i∈{1,…,k}, all i-tuples have copulas with the same known diagonal δi. A reliability system with such nonnegative component lifetimes X1,…,Xn is a system with the property that for each i≤k, all of its structurally identical sub-systems of i components have the same known reliability function. We provide a characterization for empirical distributions from the Xj's, and apply it to derive two-sided bounds (depending on F and δi's) for arbitrary linear combinations of distribution functions of the associated order statistics as well as to establish necessary and sufficient conditions for uniform sharpness of these bounds. Moreover, for k=2 and some classes of δ2's, we determine stochastically extremal distributions of single order statistics.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 160, August 2017, Pages 1-9
نویسندگان
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