arXiv subjects

Miguel Angel Sordo

Publications and source records attributed to Miguel Angel Sordo.

2 recordsLinked to original sources

arXiv2024

Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components

The preservation of stochastic orders by distortion functions has become a topic of increasing interest in the reliability analysis of coherent systems. The reason of this interest is that the reliability function of a coherent system with identically distributed components can be represented as a distortion function of the common reliability function of the components. In this framework, we study the preservation of the excess wealth order, the total time on test transform order, the decreasing mean residual live order, and the quantile mean inactivity time order by distortion functions. The results are applied to study the preservation of these stochastic orders under the formation of coherent systems with exchangeable components.

stat.AP↗

arXiv2024

A variance-based importance index for systems with dependent components

This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the dependence structure among the components by the concept of copula. The proposed measure allows us to provide the best estimation of the system lifetime, in terms of the mean squared error, under the assumption that the lifetime of one of its components is known. We include theoretical results that are useful to calculate a closed-form of our measure and to compare two components of a system. We also provide some procedures to approximate the importance measure by Monte Carlo simulation methods. Finally, we illustrate the main results with several examples.

stat.AP↗