Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components |
scientific article; zbMATH DE number 6887308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components |
scientific article; zbMATH DE number 6887308 |
Statements
Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (English)
0 references
13 June 2018
0 references
The authors provide some sufficient conditions for preservation of the increasing convex and the increasing concave order under the taking of maximum and minimum of stochastically dependent random variables. The argumentation is based on analytical properties of (survival) copula functions. Some applications in reliability theory are presented, and specific copula families are investigated in detail.
0 references
copula
0 references
dependent random variables
0 references
life testing
0 references
reliability
0 references
stochastic orderings
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
