Some New Bivariate Properties and Characterizations Under Archimedean Copula

被引:0
|
作者
Guan, Qingyuan [1 ,2 ,3 ]
Jiang, Peihua [4 ]
Liu, Guangyu [4 ]
机构
[1] Wuyi Univ, Sch Math & Comp Sci, qingyuan 354300, Peoples R China
[2] Key Lab Cognit Comp & Intelligent Informat Proc Fu, Wuyishan 354300, Peoples R China
[3] Fujian Key Lab Big Data Applicat & Intellectualiza, Wuyishan 354300, Peoples R China
[4] Anhui Polytech Univ, Sch Math Phys & Finance, Wuhu 241000, Peoples R China
关键词
usual stochastic order; characterizations; bivariate functions; Archimedean copula; LARGEST ORDER-STATISTICS; STOCHASTIC COMPARISONS; RANDOM-VARIABLES; DISTRIBUTIONS; MINIMUM; SYSTEMS; SERIES;
D O I
10.3390/math12233714
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the Archimedean copula-linked dependent case, and we also derive some characterizations of different bivariate functions composed by Archimedean copula-linked dependent random variables. These results generalize some existing results in the literature and bring conclusions closer to reality. Two applications in scheduling problems are also provided to illustrate the main results.
引用
收藏
页数:12
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