Stochastic ordering of dependent systems under transformation models and Archimedean copulas (Preprint)

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Type: Preprint
National /International: International
Title: Stochastic ordering of dependent systems under transformation models and Archimedean copulas
Publication Date: 2026-04-28
Authors: - Idir Arab
- Milto Hadjikyriakou
- Paulo Eduardo Oliveira
Abstract:

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean copulas, allowing for a unified treatment of several transformation-based models, including proportional hazard, proportional reversed hazard rate and proportional odds families. For parallel, series and \( (n-k) \)-out-of-\( n \) systems, we derive conditions for stochastic dominance based on monotonicity of the transformation and structural properties of the copula generators, formulated through super-additivity and Schur-type arguments. The results provide tractable criteria that extend existing comparisons beyond independence and illustrate the combined effect of dependence and parameter heterogeneity on system reliability.

Institution: DMUC 26-13
Online version: http://www.mat.uc.pt...prints/eng_2026.html
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Financiado total ou parcialmente pela FCT, Fundação para a Ciência e a Tecnologia, I.P., sob o Financiamento de:
UID/00324/2025 Projeto Estratégico com a referência DOI https://doi.org/10.54499/UID/00324/2025.
https://doi.org/10.54499/UID/PRR/00324/2025     UID/PRR/00324/2025   https://doi.org/10.54499/UID/PRR2/00324/2025   UID/PRR2/00324/2025
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