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Orderings of coherent systems with randomized dependent components

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  • Navarro, Jorge
  • Pellerey, Franco
  • Di Crescenzo, Antonio

Abstract

Consider a general coherent system with independent or dependent components, and assume that the components are randomly chosen from two different stocks, with the components of the first stock having better reliability than the others. Then here we provide sufficient conditions on the component’s lifetimes and on the random numbers of components chosen from the two stocks in order to improve the reliability of the whole system according to different stochastic orders. We also discuss several examples in which such conditions are satisfied and an application to the study of the optimal random allocation of components in series and parallel systems. As a novelty, our study includes the case of coherent systems with dependent components by using basic mathematical tools (and copula theory).

Suggested Citation

  • Navarro, Jorge & Pellerey, Franco & Di Crescenzo, Antonio, 2015. "Orderings of coherent systems with randomized dependent components," European Journal of Operational Research, Elsevier, vol. 240(1), pages 127-139.
    • Handle: RePEc:eee:ejores:v:240:y:2015:i:1:p:127-139
    DOI: 10.1016/j.ejor.2014.06.020
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    References listed on IDEAS

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    1. Navarro, Jorge & Rychlik, Tomasz, 2010. "Comparisons and bounds for expected lifetimes of reliability systems," European Journal of Operational Research, Elsevier, vol. 207(1), pages 309-317, November.
    2. Eryilmaz, Serkan, 2012. "On the mean residual life of a k-out-of-n:G system with a single cold standby component," European Journal of Operational Research, Elsevier, vol. 222(2), pages 273-277.
    3. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
    4. Belzunce, Félix & Martínez-Puertas, Helena & Ruiz, José M., 2013. "On allocation of redundant components for systems with dependent components," European Journal of Operational Research, Elsevier, vol. 230(3), pages 573-580.
    5. Jorge Navarro & Fabio Spizzichino, 2010. "Comparisons of series and parallel systems with components sharing the same copula," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(6), pages 775-791, November.
    6. Zhao, Peng & Chan, Ping Shing & Ng, Hon Keung Tony, 2012. "Optimal allocation of redundancies in series systems," European Journal of Operational Research, Elsevier, vol. 220(3), pages 673-683.
    7. da Costa Bueno, Vanderlei, 2005. "Minimal standby redundancy allocation in a k-out-of-n:F system of dependent components," European Journal of Operational Research, Elsevier, vol. 165(3), pages 786-793, September.
    8. Levitin, Gregory & Xing, Liudong & Dai, Yuanshun, 2014. "Cold vs. hot standby mission operation cost minimization for 1-out-of-N systems," European Journal of Operational Research, Elsevier, vol. 234(1), pages 155-162.
    9. Brito, Gerandy & Zequeira, Romulo I. & Valdés, José E., 2011. "On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies," Statistics & Probability Letters, Elsevier, vol. 81(2), pages 201-206, February.
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