Comparing the reliability of coherent systems with heterogeneous, dependent and distribution-free components
Nuria Torrado
Abstract
In recent years, there has been a growing interest in comparing the reliability of systems with dependent components. Most of the recent works consider Archimedean copulas to define the dependency structure of systems and examine specific familiy of distributions. In this work, we provide distribution-free results to compare, in the usual stochastic order under some majorization conditions, coherent systems with heterogeneous and dependent components where the dependency structure can be defined by any copula. Applications of our main results for specific copulas and different families of marginal distributions are also given.
Topics & Concepts
MajorizationCopula (linguistics)Marginal distributionStochastic orderingDependency (UML)Joint probability distributionReliability (semiconductor)Computer scienceMathematicsStatistical physicsEconometricsStatisticsRandom variableArtificial intelligenceDiscrete mathematicsPhysicsQuantum mechanicsPower (physics)Statistical Distribution Estimation and ApplicationsProbabilistic and Robust Engineering DesignReliability and Maintenance Optimization