TY - JOUR
T1 - Ordering properties concerned with three dimensional random vectors coupled by Archimedean copulas and applications
AU - You, Yinping
AU - Li, Xiaohu
N1 - Publisher Copyright:
© ISOSS Publications 2015.
PY - 2015
Y1 - 2015
N2 - For a three dimensional nonnegative random vector with an Archimedean copula, one can construct different random variables by consecutively applying bivariate maxima, minima or addition to its marginals. This paper studies ordering properties of such random variables. The present results successfully improve or extend the results on mutually independent random variables in the related literature. Applications in allocating one redundancy to series systems and merging channels in traffic flows regulating are presented as well.
AB - For a three dimensional nonnegative random vector with an Archimedean copula, one can construct different random variables by consecutively applying bivariate maxima, minima or addition to its marginals. This paper studies ordering properties of such random variables. The present results successfully improve or extend the results on mutually independent random variables in the related literature. Applications in allocating one redundancy to series systems and merging channels in traffic flows regulating are presented as well.
KW - Archimedean copula
KW - RWSAI
KW - Stochastic order
KW - Stochastic preference order
UR - http://www.scopus.com/inward/record.url?scp=85019137309&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85019137309&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:85019137309
SN - 1930-6792
VL - 10
SP - 117
EP - 133
JO - Journal of Applied Probability and Statistics
JF - Journal of Applied Probability and Statistics
IS - 2
ER -