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Ordering and aging properties of systems with dependent components governed by the Archimedean copula

Authors :
Tanmay Sahoo
Nil Kamal Hazra
Source :
Probability in the Engineering and Informational Sciences. 37:1-28
Publication Year :
2021
Publisher :
Cambridge University Press (CUP), 2021.

Abstract

Copula is one of the widely used techniques to describe the dependency structure between components of a system. Among all existing copulas, the family of Archimedean copulas is the popular one due to its wide range of capturing the dependency structures. In this paper, we consider the systems that are formed by dependent and identically distributed components, where the dependency structures are described by Archimedean copulas. We study some stochastic comparisons results for series, parallel, and general $r$-out-of-$n$ systems. Furthermore, we investigate whether a system of used components performs better than a used system with respect to different stochastic orders. Furthermore, some aging properties of these systems have been studied. Finally, some numerical examples are given to illustrate the proposed results.

Details

ISSN :
14698951 and 02699648
Volume :
37
Database :
OpenAIRE
Journal :
Probability in the Engineering and Informational Sciences
Accession number :
edsair.doi...........525fd0b91c55621bd9f685ee1a0f9bbd