Residual Probability Function for Dependent Lifetimes

被引：1

作者：

Mesfioui, Mhamed ^{[1
]}

Kayid, Mohamed ^{[2
]}

机构：

[1] Univ Quebec Trois Rivieres, Dept Math & Informat, 3351 Blvd Forges, Trois Rivieres, PQ G9A 5H7, Canada

[2] King Saud Univ, Coll Sci, Dept Stat & Operat Res, POB 2455, Riyadh 11451, Saudi Arabia

来源：

MATHEMATICS | 2021年 / 9卷 / 15期

关键词：

residual life; archimedean copula; stochastic order; dependence; BIVARIATE SURVIVAL MODELS; STOCHASTIC COMPARISONS; NOTIONS; LIFE; IFR;

D O I：

10.3390/math9151782

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, the residual probability function is applied to analyze the survival probability of two used components relative to each other in the case when their lifetimes are dependent. The expression of the function by copulas has been derived along with some examples of particular copulas. The behaviour of the residual probability function in terms of the underlying dependence is also discussed. The residual probability order is also considered in the dependent case. In the class of Archimedean survival copulas, we prove that the residual probability order implies the usual stochastic order in the reversed direction, and the hazard rate order concludes the residual probability order.

引用

页数：13

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