IDEAS home Printed from https://ideas.repec.org/a/vrs/demode/v9y2021i1p394-423n16.html
   My bibliography  Save this article

Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes

Author

Listed:
  • Foschi Rachele

    (University of Pisa, Department of Economics and Management, Via C. Ridolfi, 10, 56124Pisa, Italy)

  • Nappo Giovanna

    (University of Rome La Sapienza, Department of Mathematics, Piazzale Aldo Moro, 5, 00185, Rome, Italy)

  • Spizzichino Fabio L.

    (University of Rome La Sapienza, Piazzale Aldo Moro, 5, 00185, Rome, Italy)

Abstract

As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ..., Tr are identically distributed, with a common survival function ̄G and their survival copula is denoted by K. The diagonal sections of K, along with ̄G, are possible tools to describe the information needed to recover the laws of order statistics.

Suggested Citation

  • Foschi Rachele & Nappo Giovanna & Spizzichino Fabio L., 2021. "Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes," Dependence Modeling, De Gruyter, vol. 9(1), pages 394-423, January.
    • Handle: RePEc:vrs:demode:v:9:y:2021:i:1:p:394-423:n:16
    DOI: 10.1515/demo-2021-0119
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/demo-2021-0119
    Download Restriction: no
    File URL: https://libkey.io/10.1515/demo-2021-0119?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Emilio De Santis & Yaakov Malinovsky & Fabio Spizzichino, 2021. "Stochastic Precedence and Minima Among Dependent Variables," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 187-205, March.
    2. Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás, 2011. "On signature-based expressions of system reliability," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1410-1416, November.
    3. Erhard Cramer & Udo Kamps, 2003. "Marginal distributions of sequential and generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 58(3), pages 293-310, December.
    4. Fabio L. Spizzichino, 2019. "Reliability, signature, and relative quality functions of systems under time‐homogeneous load‐sharing models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(2), pages 158-176, March.
    5. Elja Arjas, 1981. "The Failure and Hazard Processes in Multivariate Reliability Systems," Mathematics of Operations Research, INFORMS, vol. 6(4), pages 551-562, November.
    6. Moshe Shaked & J. George Shanthikumar, 1990. "Multivariate Stochastic Orderings and Positive Dependence in Reliability Theory," Mathematics of Operations Research, INFORMS, vol. 15(3), pages 545-552, August.
    7. Jorge Navarro & Francisco J. Samaniego & N. Balakrishnan & Debasis Bhattacharya, 2008. "On the application and extension of system signatures in engineering reliability," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(4), pages 313-327, June.
    8. Moshe Shaked & J. George Shanthikumar, 2015. "Multivariate conditional hazard rate functions – an overview," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(3), pages 285-296, May.
    9. Francisco J. Samaniego, 2007. "System Signatures and their Applications in Engineering Reliability," International Series in Operations Research and Management Science, Springer, number 978-0-387-71797-5, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Francesco Buono & Emilio Santis & Maria Longobardi & Fabio Spizzichino, 2022. "Multivariate Reversed Hazard Rates and Inactivity Times of Systems," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1987-2008, September.
    2. Emilio De Santis & Fabio Spizzichino, 2023. "Construction of voting situations concordant with ranking patterns," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 129-156, June.
    3. Burkschat, M. & Samaniego, F.J., 2018. "Dynamic IFR concepts for coherent systems," Statistics & Probability Letters, Elsevier, vol. 142(C), pages 1-7.
    4. Erhard Cramer & Jorge Navarro, 2015. "Progressive Type‐II censoring and coherent systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(6), pages 512-530, September.
    5. Gaofeng Da & Lvyu Xia & Taizhong Hu, 2014. "On Computing Signatures of k-out-of-n Systems Consisting of Modules," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 223-233, March.
    6. Marco Burkschat & Tomasz Rychlik, 2018. "Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 618-638, September.
    7. Zarezadeh, S. & Mohammadi, L. & Balakrishnan, N., 2018. "On the joint signature of several coherent systems with some shared components," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1092-1100.
    8. Emilio De Santis & Yaakov Malinovsky & Fabio Spizzichino, 2021. "Stochastic Precedence and Minima Among Dependent Variables," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 187-205, March.
    9. Marichal, Jean-Luc & Mathonet, Pierre & Spizzichino, Fabio, 2015. "On modular decompositions of system signatures," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 19-32.
    10. Marichal, Jean-Luc & Mathonet, Pierre, 2013. "On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 48-56.
    11. M. Burkschat & J. Navarro, 2014. "Asymptotic behavior of the hazard rate in systems based on sequential order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(8), pages 965-994, November.
    12. Mariusz Bieniek & Marco Burkschat & Tomasz Rychlik, 2020. "Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model," Methodology and Computing in Applied Probability, Springer, vol. 22(1), pages 173-189, March.
    13. Zhu, Xiaojun & Balakrishnan, N., 2023. "Non-parametric inference based on reliability life-test of non-identical coherent systems with application to warranty time," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    14. Bezgina, E. & Burkschat, M., 2019. "On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 95-109.
    15. Serkan Eryilmaz, 2014. "A new look at dynamic behavior of binary coherent system from a state-level perspective," Annals of Operations Research, Springer, vol. 212(1), pages 115-125, January.
    16. Sadiya & Mangey Ram & Akshay Kumar, 2022. "A New Approach to Compute System Reliability with Three-Serially Linked Modules," Mathematics, MDPI, vol. 11(1), pages 1-18, December.
    17. M. Kelkin Nama & M. Asadi, 2014. "Stochastic Properties of Components in a Used Coherent System," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 675-691, September.
    18. Markos V. Koutras & Ioannis S. Triantafyllou & Serkan Eryilmaz, 2016. "Stochastic Comparisons Between Lifetimes of Reliability Systems with Exchangeable Components," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1081-1095, December.
    19. A. Toomaj & M. Doostparast, 2016. "On the Kullback Leibler information for mixed systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(10), pages 2458-2465, July.
    20. Qin, Jinlei & Coolen, Frank P.A., 2022. "Survival signature for reliability evaluation of a multi-state system with multi-state components," Reliability Engineering and System Safety, Elsevier, vol. 218(PA).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vrs:demode:v:9:y:2021:i:1:p:394-423:n:16. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.