English

Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas

Probability 2026-04-30 v1

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 (nk)(n-k)-out-of-nn 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