ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS

PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES(2020)

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摘要
This paper studies the variability of both series and parallel systems comprised of heterogeneous (and dependent) components. Sufficient conditions are established for the star and dispersive orderings between the lifetimes of parallel [series] systems consisting of dependent components having multiple-outlier proportional hazard rates and Archimedean [Archimedean survival] copulas. We also prove that, without any restriction on the scale parameters, the lifetime of a parallel or series system with independent heterogeneous scaled components is larger than that with independent homogeneous scaled components in the sense of the convex transform order. These results generalize some corresponding ones in the literature to the case of dependent scenarios or general settings of components lifetime distributions.
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关键词
Archimedean copula,convex transform order,parallel system,series system,star order
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