Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
type: Item
instance of: scholarly article
title: Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
zbMATH Open document ID: 1401.60026
author: Chen Li
author: Xiaohu Li
published in: Metrika
publication date: 2018-06-13T00:00:00Z
review text: 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.
reviewed by: Thorsten Dickhaus
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 6887308
zbMATH Keywords: copula
zbMATH Keywords: dependent random variables
zbMATH Keywords: life testing
zbMATH Keywords: reliability
zbMATH Keywords: stochastic orderings
MaRDI profile type: Publication
full work available at URL: s00184-018-0651-6
OpenAlex ID: W2791471620
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Wikidata QID: Q130077124
DOI: 10.1007/S00184-018-0651-6
description: scientific article; zbMATH DE number 6887308