Ebrahim Amini-Seresht

Bu-Ali Sina University

In this paper, we consider two k-out-of-n systems comprising heterogeneous dependent components under random shocks, with an Archimedean copula. We then provide sufficient conditions on the distributions of components’ lifetimes and the generator of the Archimedean copula and on the random shocks for comparing the lifetimes of two systems with resp...

This paper examines the preservation of several aging classes of lifetime distributions in the formation of coherent and mixed systems with independent and identically distributed (i.i.d.) or identically distributed (i.d.) component lifetimes. The increasing mean inactivity time class and the decreasing mean time to failure class are developed for...

In this paper, sufficient conditions are presented for comparing the residual lifetimes and inactivity times of dependent random variables at different fixed times, with respect to hazard rate, mean residual life and likelihood ratio orders. The stochastic comparisons of residual lifetimes at different random times are discussed next. Several examp...

In this paper we consider a new generalized finite mixture model formed by dependent and identically distributed (d.i.d.) components. We then establish results for the comparisons of lifetimes of two such generalized finite mixture models in two different cases: (i) when the two mixture models are formed from two random vectors $\textbf{X}$ and $\t...

In this paper, we discuss stochastic comparisons of active redundancy at component level versus system level. We also consider series systems in order to compare their lifetimes using the usual stochastic, the hazard rate and the reversed hazard rate orders, for two cases: (i) the spare and parent components are independent and have the same distri...

This paper discusses stochastic comparisons for the residual and past lifetimes of coherent systems with dependent and identically distributed (d.i.d.) components under random monitoring in terms of the hazard rate, the reversed hazard rate, and the likelihood ratio orders. Some stochastic comparisons results are also established on the residual li...

We consider coherent systems with independent and identically distributed components. While it is clear that the system’s life will be stochastically larger when the components are replaced with stochastically better components, we show that, in general, similar results may not hold for hazard rate, reverse hazard rate, and likelihood ratio orderin...

In this paper, we consider the problem of testing independence against stochastically increasing property. For the construction of new statistical tests, we employ Nadaraya–Watson regression estimator. We examine their asymptotic properties under the null and an alternative hypothesis. The performance of the tests is studied via power study. For th...

Consider a risk-averse investor allocating a certain amount of capital w to n dependent risky assets, where the i-th asset will default if its stochastic return \(X_i\) is less than some predetermined threshold level \(l_i\ge 0\), for \(i=1,\ldots,n\), and the investor wants to maximize the expected utility of the aggregate stochastic returns. In t...

For many practical situations in reliability engineering, components in the system are usually dependent since they generally work in a collaborative environment. In this paper we build sufficient conditions for comparing two coherent systems under different random environments in the sense of the usual stochastic, hazard rate, reversed hazard rate...

In practical situations, systems often suffer shocks from external stressing environments , stressing the system at random. These random shocks may have non-ignorable effects on the system's reliability. In this paper, we provide sufficient (and necessary) conditions on components' lifetimes and their surviving probabilities from random shocks for...

The prevailing engineering principle that redundancy at the component level is superior to redundancy at the system level is generalized to coherent systems with dependent components. Sufficient (and necessary) conditions are presented to compare component and system redundancies by means of the usual stochastic, hazard rate, reversed hazard rate,...

This paper discusses the stochastic monotonicity property of the conditional order statistics from independent multiple-outlier scale variables in terms of the likelihood ratio order. Let X1 , …, Xn be a set of non-negative independent random variables with Xi , i =1, …, p , having common distribution function F (λ 1x ), and Xj , j = p +1, …, n , h...

In this paper, we investigate the skewness of order statistics stemming from multiple-outlier proportional hazard rates samples in the sense of several variability orderings such as the star order, Lorenz order and dispersive order. It is shown that the more heterogeneity among the multiple-outlier components will lead to a more skewed lifetime of...

Let , , be a sequence of independent and identically distributed -dimensional random vectors. Furthermore, let be the order statistics based on the first coordinates of the first n elements in the sequence, and let be the corresponding k-dimensional concomitants. Several results that compare and , with respect to various multivariate stochastic ord...

Let X1,…,Xn be a random sample from a distribution function F that denote lifetimes of $$n$$n components of a coherent system. Suppose the system fails at Xk:n, the kth order statistic of X’s, since we are not aware of the exact time at which the system has been failed, the residual lifetimes of the remaining n-k components, denoted by X1(k),…,Xn-k...