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Stochastic ordering properties for systems with dependent identically distributed components

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  • Jorge Navarro
  • Yolanda del Águila
  • Miguel A. Sordo
  • Alfonso Suárez‐Llorens

Abstract

In this paper, we obtain ordering properties for coherent systems with possibly dependent identically distributed components. These results are based on a representation of the system reliability function as a distorted function of the common component reliability function. So, the results included in this paper can also be applied to general distorted distributions. The main advantage of these results is that they are distribution‐free with respect to the common component distribution. Moreover, they can be applied to systems with component lifetimes having a non‐exchangeable joint distribution. Copyright © 2012 John Wiley & Sons, Ltd.

Suggested Citation

  • Jorge Navarro & Yolanda del Águila & Miguel A. Sordo & Alfonso Suárez‐Llorens, 2013. "Stochastic ordering properties for systems with dependent identically distributed components," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 29(3), pages 264-278, May.
    • Handle: RePEc:wly:apsmbi:v:29:y:2013:i:3:p:264-278
    DOI: 10.1002/asmb.1917
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    Cited by:

    1. Jorgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2021. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Papers 2112.10672, arXiv.org.
    2. Patryk Miziuła & Jorge Navarro, 2017. "Sharp bounds for the reliability of systems and mixtures with ordered components," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(2), pages 108-116, March.
    3. Navarro, Jorge & Arriaza, Antonio & Suárez-Llorens, Alfonso, 2019. "Minimal repair of failed components in coherent systems," European Journal of Operational Research, Elsevier, vol. 279(3), pages 951-964.
    4. Tommaso Lando & Lucio Bertoli-Barsotti, 2020. "Stochastic dominance relations for generalised parametric distributions obtained through composition," METRON, Springer;Sapienza Università di Roma, vol. 78(3), pages 297-311, December.
    5. Patricia Ortega-Jiménez & Miguel A. Sordo & Alfonso Suárez-Llorens, 2021. "Stochastic Comparisons of Some Distances between Random Variables," Mathematics, MDPI, vol. 9(9), pages 1-14, April.
    6. Psarrakos, Georgios & Sordo, Miguel A., 2019. "On a family of risk measures based on proportional hazards models and tail probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 232-240.

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