Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components

Autor:	Arriaza, Antonio, Sordo, Miguel Angel
Rok vydání:	2024
Předmět:	Statistics - Applications
Zdroj:	Applied Stochastic Models in Business and Industry 2021 Vol. 37 n 2 pp. 303-317
Druh dokumentu:	Working Paper
DOI:	10.1002/ASMB.2565
Popis:	The preservation of stochastic orders by distortion functions has become a topic of increasing interest in the reliability analysis of coherent systems. The reason of this interest is that the reliability function of a coherent system with identically distributed components can be represented as a distortion function of the common reliability function of the components. In this framework, we study the preservation of the excess wealth order, the total time on test transform order, the decreasing mean residual live order, and the quantile mean inactivity time order by distortion functions. The results are applied to study the preservation of these stochastic orders under the formation of coherent systems with exchangeable components.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2409.18684 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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