Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
Abstract
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean copulas, allowing for a unified treatment of several transformation-based models, including proportional hazard, proportional reversed hazard rate and proportional odds families. For parallel, series and -out-of- systems, we derive conditions for stochastic dominance based on monotonicity of the transformation and structural properties of the copula generators, formulated through super-additivity and Schur-type arguments. The results provide tractable criteria that extend existing comparisons beyond independence and illustrate the combined effect of dependence and parameter heterogeneity on system reliability.
Keywords
Cite
@article{arxiv.2604.26026,
title = {Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas},
author = {Idir Arab and Milto Hadjikyriakou and Paulo Eduardo Oliveira},
journal= {arXiv preprint arXiv:2604.26026},
year = {2026}
}
Comments
23 pages, 1 figure