scholarly journals Some Stochastic Orderings Among (n-1)-out-of-n Systems from Scale Components

2022 ◽  
Vol 15 (2) ◽  
pp. 427-442
Author(s):  
Ghobad Barmalzan ◽  
Ali Akbar Hosseinzadeh ◽  
Ebrahim Amini Seresht ◽  
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Keyword(s):  
Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 981
Author(s):  
Patricia Ortega-Jiménez ◽  
Miguel A. Sordo ◽  
Alfonso Suárez-Llorens

The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979). Moreover, if the two copies are negatively dependent through stochastic ordering, this measure is subadditive. The second purpose of this paper is to provide sufficient conditions for comparing several distances between pairs of random variables (with possibly different distribution functions) in terms of various stochastic orderings. Applications in actuarial and financial risk management are given.


1991 ◽  
Vol 53 (1) ◽  
pp. 212
Author(s):  
Karl Mosler ◽  
Marco Scarsini
Keyword(s):  

2014 ◽  
Vol 51 (4) ◽  
pp. 999-1020 ◽  
Author(s):  
S. Ashrafi ◽  
M. Asadi

This paper is an investigation into the reliability and stochastic properties of three-state networks. We consider a single-step network consisting of n links and we assume that the links are subject to failure. We assume that the network can be in three states, up (K = 2), partial performance (K = 1), and down (K = 0). Using the concept of the two-dimensional signature, we study the residual lifetimes of the networks under different scenarios on the states and the number of failed links of the network. In the process of doing so, we define variants of the concept of the dynamic signature in a bivariate setting. Then, we obtain signature based mixture representations of the reliability of the residual lifetimes of the network states under the condition that the network is in state K = 2 (or K = 1) and exactly k links in the network have failed. We prove preservation theorems showing that stochastic orderings and dependence between the elements of the dynamic signatures (which relies on the network structure) are preserved by the residual lifetimes of the states of the network (which relies on the network ageing). Various illustrative examples are also provided.


2018 ◽  
Vol 55 (3) ◽  
pp. 834-844
Author(s):  
Ghobad Barmalzan ◽  
Abedin Haidari ◽  
Narayanaswamy Balakrishnan

Abstract Sequential order statistics can be used to describe the ordered lifetimes of components of a system when the failure of a component may affect the reliability of the remaining components. After a reliability system consisting of n components fails, some of its components may still be alive. In this paper we first establish some univariate stochastic orderings and ageing properties of the residual lifetimes of the live components in a sequential (n-r+1)-out-of-n system. We also obtain a characterizing result for the exponential distribution based on uncorrelated residual lifetimes of live components. Finally, we provide some sufficient conditions for comparing vectors of residual lifetimes of the live components from two sequential (n-r+1)-out-of-n systems. The results established here extend some well-known results in the literature.


2020 ◽  
Vol 49 (7) ◽  
pp. 1592-1602
Author(s):  
Narayanaswamy Balakrishnan ◽  
Ghobad Barmalzan ◽  
Abedin Haidari

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