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Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks

Author

Listed:
  • Ebrahim Amini-Seresht

    (Bu-Ali Sina University)

  • Ebrahim Nasiroleslami

    (Bu-Ali Sina University)

  • Narayanaswamy Balakrishnan

    (McMaster University)

Abstract

In this paper, we consider two k-out-of-n systems comprising heterogeneous dependent components under random shocks, with an Archimedean copula. We then provide sufficient conditions on the distributions of components’ lifetimes and the generator of the Archimedean copula and on the random shocks for comparing the lifetimes of two systems with respect to the usual stochastic order. Finally, we present some examples to illustrate the established results.

Suggested Citation

  • Ebrahim Amini-Seresht & Ebrahim Nasiroleslami & Narayanaswamy Balakrishnan, 2024. "Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 87(2), pages 133-153, February.
    • Handle: RePEc:spr:metrik:v:87:y:2024:i:2:d:10.1007_s00184-023-00905-5
    DOI: 10.1007/s00184-023-00905-5
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