| <Reference List> | |
| 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 |
| Download: | Not available |
