{"title":"相干系统平均不活动时间排序的保持","authors":"T. V. Rao, Sameen Naqvi","doi":"10.1017/apr.2023.41","DOIUrl":null,"url":null,"abstract":"Preservation of stochastic orders through the system signature has captured the attention of researchers in recent years. Signature-based comparisons have been made for the usual stochastic order, hazard rate order, and likelihood ratio orders. However, for the mean residual life (MRL) order, it has recently been proved that the preservation result does not hold true in general, but rather holds for a particular class of distributions. In this paper, we study whether or not a similar preservation result holds for the mean inactivity time (MIT) order. We prove that the MIT order is not preserved from signatures to system lifetimes with independent and identically distributed (i.i.d.) components, but holds for special classes of distributions. The relationship between these classes and the order statistics is also highlighted. Furthermore, the distribution-free comparison of the performance of coherent systems with dependent and identically distributed (d.i.d.) components is studied under the MIT ordering, using diagonal-dependent copulas and distorted distributions.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":"32 1","pages":"0"},"PeriodicalIF":0.9000,"publicationDate":"2023-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Preservation of mean inactivity time ordering for coherent systems\",\"authors\":\"T. V. Rao, Sameen Naqvi\",\"doi\":\"10.1017/apr.2023.41\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Preservation of stochastic orders through the system signature has captured the attention of researchers in recent years. Signature-based comparisons have been made for the usual stochastic order, hazard rate order, and likelihood ratio orders. However, for the mean residual life (MRL) order, it has recently been proved that the preservation result does not hold true in general, but rather holds for a particular class of distributions. In this paper, we study whether or not a similar preservation result holds for the mean inactivity time (MIT) order. We prove that the MIT order is not preserved from signatures to system lifetimes with independent and identically distributed (i.i.d.) components, but holds for special classes of distributions. The relationship between these classes and the order statistics is also highlighted. Furthermore, the distribution-free comparison of the performance of coherent systems with dependent and identically distributed (d.i.d.) components is studied under the MIT ordering, using diagonal-dependent copulas and distorted distributions.\",\"PeriodicalId\":53160,\"journal\":{\"name\":\"Advances in Applied Probability\",\"volume\":\"32 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2023-10-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Advances in Applied Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1017/apr.2023.41\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in Applied Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/apr.2023.41","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Preservation of mean inactivity time ordering for coherent systems
Preservation of stochastic orders through the system signature has captured the attention of researchers in recent years. Signature-based comparisons have been made for the usual stochastic order, hazard rate order, and likelihood ratio orders. However, for the mean residual life (MRL) order, it has recently been proved that the preservation result does not hold true in general, but rather holds for a particular class of distributions. In this paper, we study whether or not a similar preservation result holds for the mean inactivity time (MIT) order. We prove that the MIT order is not preserved from signatures to system lifetimes with independent and identically distributed (i.i.d.) components, but holds for special classes of distributions. The relationship between these classes and the order statistics is also highlighted. Furthermore, the distribution-free comparison of the performance of coherent systems with dependent and identically distributed (d.i.d.) components is studied under the MIT ordering, using diagonal-dependent copulas and distorted distributions.
期刊介绍:
The Advances in Applied Probability has been published by the Applied Probability Trust for over four decades, and is a companion publication to the Journal of Applied Probability. It contains mathematical and scientific papers of interest to applied probabilists, with emphasis on applications in a broad spectrum of disciplines, including the biosciences, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used.
A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.