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Comparisons of series and parallel systems with components sharing the same copula

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  • Jorge Navarro
  • Fabio Spizzichino

Abstract

The paper is devoted to study stochastic comparisons of series and parallel systems with vectors of component lifetimes sharing the same copula. We show that, under some conditions on the common copula, the series system with heterogeneous components is worse than the series system with homogeneous components having a common reliability function, which is equal to the average of the reliability functions of the heterogeneous components. However, we show that this property is not necessarily true for arbitrary copulas. We obtain similar properties for parallel systems and for general coherent systems. For these purposes, we introduce in our analysis the notion of the mean function of a copula. Copyright © 2009 John Wiley & Sons, Ltd.

Suggested Citation

  • Jorge Navarro & Fabio Spizzichino, 2010. "Comparisons of series and parallel systems with components sharing the same copula," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(6), pages 775-791, November.
    • Handle: RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791
    DOI: 10.1002/asmb.819
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