Hostname: page-component-78c5997874-j824f Total loading time: 0 Render date: 2024-11-13T02:57:28.783Z Has data issue: false hasContentIssue false

On relevation redundancy to coherent systems at component and system levels

Published online by Cambridge University Press:  09 June 2023

Chen Li*
Affiliation:
Tianjin University of Commerce
Xiaohu Li*
Affiliation:
Stevens Institute of Technology
*
*Postal address: School of Science, Tianjin University of Commerce, Tianjin 300134, China. Email address: lichenxm@hotmail.com
**Postal address: Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, NJ 07030, USA. Email address: xli82@stevens.edu
Rights & Permissions [Opens in a new window]

Abstract

Recently, the relevation transformation has received further attention from researchers, and some interesting results have been developed. It is well known that the active redundancy at component level results in a more reliable coherent system than that at system level. However, the lack of study of this problem with relevation redundancy prevents us from fully understanding such a generalization of the active redundancy. In this note we deal with relevation redundancy to coherent systems of homogeneous components. Typically, for a series system of independent components, we have proved that the lifetime of a system with relevation redundancy at component level is larger than that with relevation redundancy at system level in the sense of the usual stochastic order and the likelihood ratio order, respectively. For a coherent system with dependent components, we have developed a sufficient condition in terms of the domination function to the usual stochastic order between the system lifetime with redundancy at component level and that at system level.

Type
Original Article
Copyright
© The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust

1. Introduction

A primary component is to be replaced on failure by one secondary component with the age as the failure time of the former one, and the time of the next failure is known as the relevation transform in engineering reliability. Since its introduction by Krakowski in 1973 [Reference Krakowski11], the relevation transform has been revisited from time to time in recent decades. In the context of the secondary component having an exponential distribution, the relevation transform reduces to the convolution owing to the lack-of-memory property; Grosswald et al. [Reference Grosswald, Kotz and Johnson8] derived the characterization of the exponential distribution in terms of the relevation. Subsequently, Lau and Rao [Reference Lau and Rao12] improved the characterization result due to [Reference Grosswald, Kotz and Johnson8], and Chukova and Dimitrov [Reference Chukova and Dimitrov6] further obtained a characterization of almost-lack-of-memory distributions. In addition, Baxter [Reference Baxter3] discussed applications of the relevation transform in stochastic processes, and Shanthikumar and Baxter [Reference Shanthikumar and Baxter29] studied the closure of ageing properties under the formation of the relevation transform.

For several years at the beginning of this century, some researchers devoted their attention to the relevation transform from the viewpoint of stochastic processes. Pellerey et al. [Reference Pellerey, Shaked and Zinn25] generalized the non-homogeneous Poisson process to the so-called relevation counting process by virtue of the relevation transform. Subsequently, based on the relevation transform, Kapodistria and Psarrakos [Reference Kapodistria and Psarrakos10] constructed a sequence of stochastically increasing random variables, which represent a process describing the successive failures of a component replaced on failure by another component of equal age. In the context of the relevation replacement policy of [Reference Kapodistria and Psarrakos10], Sordo and Psarrakos [Reference Sordo and Psarrakos30] presented some stochastic comparisons on the failure times and inter-failure times of two systems. Typically, Belzunce et al. [Reference Belzunce, Martínez-Riquelme, Mercader and Ruiz4] conducted a comparison of stochastic processes arising from a policy based on the replacement of a failed unit by a new one, and from one in which the unit is being continuously subjected to a relevation policy. Meanwhile, Psarrakos and Di Crescenzo [Reference Psarrakos and Di Crescenzo26] studied an inaccuracy measure related to the relevation transform of two non-negative continuous random variables, and Sankaran and Kumar [Reference Sankaran and Kumar27] investigated the reliability properties of a special case of relevation transform, namely proportional hazards relevation transform.

The relevation transform also represents the lifetime of a component equipped with one active redundancy given that the redundant one does survive the primary component. Apart from the above fruitful results on characterization, reliability properties, stochastic processes, and applications, the last few years have also witnessed research on relevation transform in the setting of engineering systems, which are usually composed of a number of components. If, due to the limiting resource, a relevation transform can only be accomplished at component level, then it is of genuine interest to study the optimal allocation of relevation for components of the system. As we know, relevation redundancy includes the minimal repair policy as a special case. Assume that the number of repairs that can be freely allocated to any component before the system starts to work is fixed; Arriaza et al. [Reference Arriaza, Navarro and Suárez-Llorens1] studied stochastic comparisons of the coherent systems under different minimal repair policies, and proposed two methods to determine the optimal repair policies. Subsequently, Navarro et al. [Reference Navarro, Arriaza and Suárez-Llorens20] compared the resulting system for three cases: minimal repair of the component that fails first, minimal repair of the component that causes the system failure, and minimal repair of a fixed component in the system. Recently, Belzunce et al. [Reference Belzunce, Martínez-Riquelme and Ruiz5] discussed allocation of a relevation in redundancy problems, Wu et al. [Reference Wu, Ding, Zhang and Zhao32] examined the reliability improvement of a coherent system through one relevation and in the set-up of coherent systems, and Yan et al. [Reference Yan, Zhang and Zhang33] and Zhang and Zhang [Reference Zhang and Zhang34] further studied the allocation of relevation transforms of two components so as to increase the system reliability. On the other hand, some researchers devoted their attention to the optimal strategies for active and standby redundancies. For example, Zhao et al. [Reference Zhao, Zhang and Chen35] focused on the problem of how to optimally allocate one redundancy in a series systems, and Torrado et al. [Reference Torrado, Arriaza and Navarro31] studied the effect of redundancies on the reliability of coherent systems under redundancies at component level versus redundancies at module level.

According to the seminal theorem of Barlow and Proschan [Reference Barlow and Proschan2], the active redundancy at component level results in a stochastically larger system lifetime than the active redundancy at system level. Compared to the discussion of allocating relevation transform at component level, as yet no research has been reported to deal with the comparison of the reliability improvement between the relevation transform at system level and the relevation transforms at component level in the literature. Naturally, it is of both theoretical and practical interest to study whether allocating relevation redundancy to system components outperforms applying relevation redundancy to the system itself. This study aims to partially fill this gap. In particular, we start with the series system and end up with a general conclusion on coherent systems.

The remainder of this note is set out as follows. Section 2 recalls several important concepts, including stochastic order, copulas and domination functions, and generalized domination functions of coherent systems. In Section 3 we formalize the relevation redundancy model at component and system levels. Section 4 deals with the series system of independent components and presents the usual stochastic order and likelihood ratio order, respectively, between the system lifetime with redundancy at component level and that at system level. In Section 5 we discuss the coherent system with relevation redundancy at both component level and system level in the setting of statistically dependent component lifetimes. In Section 6 we close this note by making some concluding remarks.

2. Some preliminaries

Various stochastic orders are found of nice applications in reliability, actuarial risk, and economics, etc. The following typical orders will be employed to compare system or component lifetimes.

Let X and Y be random variables with distribution functions F and G, survival functions $\bar{F}$ and $\bar{G}$ , and probability densities f and g, respectively. The X is said to be smaller than Y in the

  1. (i) usual stochastic order (denoted $X\le_{\rm{st}}Y$ ) if $\bar{F}(x)\le\bar{G}(x)$ for all x,

  2. (ii) hazard rate order (denoted $X\le_{\rm{hr}}Y)$ if $\bar{G}(x)/\bar{F}(x)$ is increasing in x,

  3. (iii) reversed hazard rate order (denoted $X\le_{\rm{rh}}Y)$ if $G(x)/F(x)$ is increasing in x,

  4. (iv) likelihood ratio order (denoted $X\le_{\rm{lr}}Y)$ if $g(x)/f(x)$ is increasing in x.

For comprehensive discussions and more recent advances on stochastic orders one may refer to [Reference Li and Li15] and [Reference Shaked and Shanthikumar28].

In engineering practice, system components usually operate under the same circumstances and thus their lifetimes are statistically dependent. Next we recall copula functions, which are to be utilized in modeling the dependence among component lifetimes.

For a random vector $(X_1,\ldots,X_n)$ with distribution function F, survival function $\bar{F}$ , and univariate marginal distribution functions $F_1,\ldots,F_n$ , if there exists some

$$C(u_1,\ldots,u_n)\colon [0,1]^n\mapsto [0,1]\quad\text{and}\quad\widehat{C}(u_1,\ldots,u_n)\colon [0,1]^n\mapsto [0,1]$$

such that for all $x_i$ , $i\in\mathcal{I}_n$ ,

$$F(x_1,\ldots,x_n)=C(F_1(x_1),\ldots,F_n(x_n)),\quad\bar{F}(x_1,\ldots,x_n)=\widehat{C}(\bar{F}_1(x_1),\ldots,\bar{F}_n(x_n)),$$

then $C(u_1,\ldots,u_n)$ and $\widehat{C}(u_1,\ldots,u_n)$ are called the copula and survival copula of $(X_1,\ldots,X_n)$ , respectively. In particular, the copula and survival copula corresponding to the independence are known as

$$C_I(u_1,\ldots,u_n)=u_1\cdots u_n=\widehat{C}_I(u_1,\ldots,u_n)$$

for $u_i\in[0,1]$ , $i=1,\ldots,n$ .

For an n-monotone function $\psi\colon [0,+\infty)\mapsto[0,1]$ with $\psi(0)=1$ and $\psi(+\infty) = 0$ , the mapping

$$C_\psi(u_1,\ldots,u_n)=\psi(\psi^{-1}(u_1)+\dots+\psi^{-1}(u_n)),$$

for all $u_i\in[0,1]$ , $i=1,\ldots,n$ , is called an Archimedean copula with generator $\psi$ , where $\psi^{-1}$ denotes the right continuous inverse. This family comprises Clayton copulas, Frank copulas, Gumbel copulas, and other typical members, which are widely used in survival analysis, dependence modeling, biostatistics, and other related areas due to the flexibility in statistics and tractability in mathematics. For more on Archimedean copulas, readers may refer to [Reference Nelsen24].

A reliability system is said to be coherent if (i) the functioning system never fails upon replacing a failed component with a working one, and (ii) each component is relevant to the system, i.e. the component status affects the system functionality. The series system, the parallel system, and the k-out-of-n system are typical examples of coherent systems. Due to mathematical complexity, researchers consider only the scenario of statistically independent component lifetimes in most of the existing references. However, in real engineering practice, system components usually operate under the same environment or suffer from some common stresses and thus could have interdependent lifetimes.

For a coherent system with components having lifetimes $X_1,\ldots,X_n$ , the system lifetime T, which is determined as the so-called structure function $\phi (X_1,\ldots,X_n)$ , has reliability function

$$\bar{H}(t)=\mathbb{P}(T \gt t)=\mathbb{P}(\phi (X_1,\ldots,X_n)\gt t)\quad \text{for all $t\ge 0$.}$$

Take, for example, $\min\{x_1,\ldots,x_n\}$ for the series system, $\max\{x_1,\ldots,x_n\}$ for the parallel system, and $x_{k\colon n}$ (the kth smallest of $x_1,\ldots,x_n$ ) for the $(n-k+1)$ -out-of-n system. Evidently, the system structure, the component lifetimes, and the statistical dependence shape the system reliability function.

Lastly, we review two new ways to characterize coherent systems, which play a crucial role in developing the preservation of ageing properties. Let $\bar{F}_1,\ldots,\bar{F}_n$ denote reliability functions corresponding to component lifetimes $X_1,\ldots,X_n$ , respectively. Then the system reliability simply comes down to

$$\bar{H}(t)=\varphi(\bar{F}_1(t),\ldots,\bar{F}_n(t))\quad\text{for all $t\ge0$,}$$

where the multivariate $\varphi(u_1,\ldots,u_n)$ is called the generalized domination function (GDF). Naturally, $\varphi(u_1,\ldots,u_n)$ is increasing on $[0,1]^n$ and such that $\varphi(0,\ldots,0)=0$ , $\varphi(1,\ldots,1)=1$ . In the context of components with homogeneous lifetimes, i.e. $\bar{F}_1=\cdots=\bar{F}_n=\bar{F}$ , the system reliability reduces to

$$\bar{H}(t)=\rho(\bar{F}(t))\quad\text{for all $t\ge0$,}$$

where the univariate $\rho(u)$ , called the domination function (DF), is such that $\rho(0)=0$ , $\rho(1)=1$ and increasing on [0,1]. For more on DF and GDF we refer readers to [Reference Navarro, del Águila, Sordo and Suárez-Llorens21] and [Reference Navarro, del Águila, Sordo and Suárez-Llorens22]. It should be mentioned here that both GDF and DF are now called distortion functions in most of the references in this line of research.

Technically, the DF $\rho(u)$ and GDF $\varphi(u_1,\ldots,u_n)$ are utilized to adjust the probability distribution of random risk so as to put more emphasis on the tail area, and thus they are also called distortion functions in the theory of risk and actuarial science. For more on the DF and the generalized version, we refer readers to [Reference Gupta, Misra and Kumar9], [Reference Navarro18], [Reference Navarro and Spizzichino19], [Reference Navarro, del Águila, Sordo and Suárez-Llorens21], [Reference Navarro, del Águila, Sordo and Suárez-Llorens22], and [Reference Navarro, Pellerey and Crescenzo23].

3. The models

Consider two components C and R with independent lifetimes X and Y having survival functions $\bar{F}$ and $\bar{G}$ and probability densities f and g, respectively. Assume that upon failure at time $x\gt 0$ , the primary component C is instantly replaced by the secondary one R with exactly the same age x as that of the failed component. Let

$$Y_t=(Y-t\mid Y\gt t)$$

denote the residual lifetime of Y at time $t\ge 0$ . Then such a system attains the lifetime

$$X+Y_X=(Y\mid Y\gt X),$$

which is known as the relevation transform of X by Y. For the residual lifetime at a random time, refer to [Reference Li and Fang16]. It is easy to verify that

(3.1) \begin{equation}\mathbb{P}(X+Y_X\gt t)=\bar{F}(t)+\bar{G}(t)\int_0^t \dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\quad\text{for all $t\gt 0$,}\end{equation}

where, although the absolute continuity of $\bar{F}$ and $\bar{G}$ is not necessary, it is typically reasonable in real practice and simplifies the mathematical representation.

As was pointed out in [Reference Navarro, Arriaza and Suárez-Llorens20], the parallel system of C and R has the lifetime

$$X\vee Y=\max\{X,Y\}=(X+Y_X)I(X\lt Y)+(Y+X_Y)I(Y\lt X),$$

where I(A) is the indicator of the event A. The relevation transform can also be viewed as the generalization of the parallel structure in reliability. Thus from now on we denote $X\curlyvee Y\equiv X+Y_X$ for convenience. As an immediate consequence, the above equation is rewritten as

$$X\vee Y=(X\curlyvee Y)I(X\lt Y)+(Y\curlyvee X)I(Y\lt X)=(X\wedge Y)\curlyvee (X\vee Y),$$

where $X\wedge Y=\min\{X,Y\}$ denotes the series system lifetime of X and Y. This comes up with an interesting interpretation: a parallel system of two components with lifetimes X and Y is stochastically equivalent to the relevation transform of their minimum $X\wedge Y$ by the maximum $X\vee Y$ , and the relevation transform $X\curlyvee Y$ is just one of the two possible realizations.

In this note we deal with a coherent system with components $C_1,\ldots,C_n$ having homogeneous lifetimes $X_1,\ldots,X_n$ , and relevation redundancies $R_1,\ldots,R_n$ having homogeneous lifetimes $Y_1,\ldots,Y_n$ . From now on, for system component lifetimes $X_1,\ldots,X_n$ , we let F denote the common distribution function, $\bar{F}$ the survival function, and f the density function, and for relevation redundancy lifetimes $Y_1,\ldots,Y_n$ , we let G denote the common distribution function, $\bar{G}$ the survival function, and g the density function.

In the context of allocating redundancy at component level, we apply the relevation redundancy $R_i$ to the component $C_i$ , $i=1,\ldots,n$ . See Figure 1(a) for an example. Thus the resulting coherent system attains the lifetime

$$T_c=\phi(X_1\curlyvee Y_1,\ldots,X_n\curlyvee Y_n),$$

where $\phi(u_1,\ldots,u_n)$ is the structure function of the system. Assume that $(X_1\curlyvee Y_1,\ldots,X_n\curlyvee Y_n)$ inherits the dependence structure of $(X_1,\ldots,X_n)$ . Then, according to (3.1), $T_c$ has the survival function

(3.2) \begin{equation}\bar{H}_c(t)=\rho\biggl(\bar{F}(t)+\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr)\quad\text{for all $t\ge0$,}\end{equation}

where $\rho(u)$ is the DF of the system.

Figure 1. A series system with relevation redundancy. (a) $T_c$ : redundancy at component level. (b) $T_s$ : redundancy at system level.

In contrast, in the setting of redundancy at system level, we duplicate the coherent system of components $C_1,\ldots,C_n$ by $R_1,\ldots,R_n$ and then make it available as a relevation redundancy spare to the coherent system. See Figure 1(b) for an example. Thus the resulting coherent system gets the lifetime

$$T_s=\phi(X_1,\ldots,X_n)\curlyvee \phi(Y_1,\ldots,Y_n).$$

In accordance with (3.1), $T_s$ attains the survival function

(3.3) \begin{equation}\bar{H}_s(t)=\rho(\bar{F}(t))+\rho(\bar{G}(t))\int_0^t\dfrac{\rho'(\bar{F}(x))f(x)} {\rho(\bar{G}(x))}\,\mathrm{d}{x} \quad\text{for all $t\ge0$.}\end{equation}

As is mentioned in Section 1, in this note our interest lies in building the usual stochastic order between $T_c$ and $T_s$ , and this is to be accomplished through developing the uniform inequality between (3.2) and (3.3).

4. Series systems of components having independent lifetimes

In this section we pay specific attention to the series system with n independent component lifetimes $X_1,\ldots,X_n$ and n relevation redundancies with lifetimes $Y_1,\ldots,Y_n$ . Assume that $X_1,\ldots,X_n$ has the same distribution as X, and $Y_1,\ldots,Y_n$ has the same distribution as Y. The system structures corresponding to relevation redundancy at component level and at system level are depicted in Figures 1(a) and 1(b), respectively.

Let $t\gt 0$ denote the time of the occurrence of the first component failure. The structure of the system in Figure 1(a) is further depicted in Figure 2(a). According to [Reference Li and Lu17], the reliability function of the used series system with age $t\gt 0$ is exactly equal to that of the series system composed of same number of used components with common age t. Therefore the structure of the system in Figure 1(b) is stochastically equivalent to the one in Figure 2(b).

Figure 2. Structures of a series system with relevation redundancy. (a) $T_c$ : redundancy at component level. (b) $T_s$ : redundancy at system level.

Based on the structures of Figures 2(a) and 2(b), one naturally comes up with the idea that $X_t\ge_{\rm{st}}Y_t$ for any $t\ge0$ implies $T_c\ge_{\rm{st}}T_s$ . Since $X\ge_{\rm{hr}}Y$ if and only if $X_t\ge_{\rm{st}}Y_t$ for any $t\ge0$ , motivated by this intuition we present our first main result in Theorem 4.1.

Before developing the proof of Theorem 4.1, it is worth pointing out that n independent component lifetimes have independence copula $C_I(u_1,\ldots,u_n)$ and thus the series system with these components has the domination function $\rho(u)=u^n$ . As a consequence, based on (3.2) and (3.3), the survival function of system lifetime $T_c$ is further represented as

(4.1) \begin{equation}\bar{H}_c(t)=\biggl[\bar{F}(t)+\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr]^n\quad\text{for all $t\ge0$},\end{equation}

and the survival function of $T_s$ is also rephrased as

(4.2) \begin{equation}\bar{H}_s(t)=\bar{F}^n(t)+\bar{G}^n(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}\quad\text{for all $t\ge0$}.\end{equation}

Now let us present the first main result.

Theorem 4.1. For a series system with components having mutually independent lifetimes, if $X\ge_{\rm{hr}}Y$ then $T_c\ge_{\rm{st}}T_s$ .

Proof. Since $X\ge_{\rm{hr}}Y$ implies

(4.3) \begin{equation}\dfrac{\bar{F}(t)} {\bar{G}(t)}\ge\dfrac{\bar{F}(x)} {\bar{G}(x)}\quad{\text{for $t\ge x$},}\end{equation}

it follows from (4.1) and (4.2) that

\begin{align*}& \bar{H}_c(t)-\bar{H}_s(t)\\[5pt] &\quad = \biggl[\bar{F}(t)+\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr]^n-\biggl[\bar{F}^n(t)+\bar{G}^n(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}\biggr]\\[5pt] &\quad\ge \bar{F}^n(t)+n\bar{F}^{n-1}(t)\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}-\bar{F}^n(t)-\bar{G}^n(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}\\[5pt] &\quad= n\bar{F}^{n-1}(t)\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}-\bar{G}^n(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}\\[5pt] &\quad\stackrel{\rm{sgn}}{=} \int_0^t\dfrac{f(x)} {\bar{G}(x)}\biggl[\biggl(\dfrac{\bar{F}(t)} {\bar{G}(t)}\biggr)^{n-1}-\biggl(\dfrac{\bar{F}(x)} {\bar{G}(x)}\biggr)^{n-1}\biggr]\,\mathrm{d}{x}\\[5pt] &\quad\ge 0\end{align*}

for all $t\ge0$ , where the last inequality follows from (4.3). Owing to the arbitrary $t\ge 0$ , this yields $T_c\ge_{\rm{st}}T_s$ , the desired ordering.

With Theorem 4.1, we confirm that relevation redundancy at component level results in a more reliable series system than relevation at system level. This is consistent with the seminal conclusion on active redundancy in [Reference Barlow and Proschan2]. Naturally, one may conjecture that the fact that X is larger than Y in some stochastic sense is necessary to some extent. However, as per Figures 2(a) and 2(b), even if $X\ge_{\rm{hr}}Y$ is violated, $T_c$ may still outperform $T_s$ due to the relevation. The next result just confirms this intuition.

Theorem 4.2. For a series system with components having mutually independent lifetimes, if $X\le_{\rm{hr}}Y$ , then $T_c\ge_{\rm{lr}}T_s$ .

Proof. Based on (4.1) and (4.2), $T_c$ has the probability density function

\begin{equation*} h_c(t)=ng(t)\biggl[\bar{F}(t)+\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr]^{n-1}\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\quad\text{for all $t\ge0$},\end{equation*}

and the probability density function of $T_s$ is

\begin{equation*} h_s(t)=ng(t)\bar{G}^{n-1}(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x} \quad\text{for all $t\ge0$}.\end{equation*}

Thus, for all $t\ge 0$ ,

\begin{align*} \dfrac{h_c(t)}{h_s(t)}&= \dfrac{ ng(t)\biggl[\bar{F}(t)+\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr]^{n-1}\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} }{ng(t)\bar{G}^{n-1}(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x} }\notag\\[5pt] &= \biggl[\dfrac{\bar{F}(t)}{\bar{G}(t)}+\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr]^{n-1}\cdot \int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\bigg/\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}\notag\\[5pt] &= [\ell_1(t)]^{n-1}\cdot\ell_2(t).\end{align*}

On one hand,

\begin{align*}[\ell_1(t)]'&= \biggl[\dfrac{\bar{F}(t)}{\bar{G}(t)}+\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr]'\\[5pt] &= \dfrac{-f(t)\bar{G}(t)+g(t)\bar{F}(t)}{\bar{G}^2(t)}+\dfrac{f(t)}{\bar{G}(t)}\\[5pt] &= \dfrac{g(t)\bar{F}(t)}{\bar{G}^2(t)}\\[5pt] &\ge 0 \quad\text{for all $t\ge0$.}\end{align*}

This implies that $\ell_1(t)$ is non-negative and increasing in $t\in[0,\infty)$ . On the other hand, the hazard rate order $X\le_{\rm{hr}}Y$ implies that ${{\bar{F}(t)}/{\bar{G}(t)}}$ is decreasing. Thus

\begin{align*}[\ell_2(t)]'&= \biggl[\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\bigg/\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x} \biggr]'\\[5pt] &\stackrel{\rm{sgn}}{=} \dfrac{f(t)}{\bar{G}(t)}\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}-\dfrac{n\bar{F}^{n-1}(t)f(t)} {\bar{G}^n(t)} \int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \\[5pt] &\ge \dfrac{nf(t)}{\bar{G}(t)}\biggl(\dfrac{\bar{F}(t)} {\bar{G}(t)}\biggr)^{n-1}\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}-\dfrac{n\bar{F}^{n-1}(t)f(t)} {\bar{G}^n(t)} \int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \\[5pt] &= 0\quad\text{for all $t\ge0$,}\end{align*}

and then

$$\ell_2(t)=\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\bigg/\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}$$

is non-negative and increasing in $t\ge 0$ .

As a consequence, we now conclude that ${{h_c(t)}/{h_s(t)}}$ is increasing, and this invokes $T_c\ge_{\rm{lr}}T_s$ .

It is worth mentioning that the relevation $X\curlyvee Y$ not only preserves the IFR (increasing failure rate) property of the redundant Y in the context of Theorem 4.2 (see Theorem 3.5 of [Reference Shanthikumar and Baxter29]) but also upgrades the $T_c\ge_{\rm{st}}T_s$ of Theorem 4.1 to $T_c\ge_{\rm{lr}}T_s$ . Technically, it is of natural interest to check whether the hazard rate ordering $X\le_{\rm{hr}}Y$ can be relaxed to $X\le_{\rm{st}}Y$ in Theorem 4.2. In what follows, we attempt to answer this question for series systems with only two components.

Theorem 4.3. For a series system with two components having independent lifetimes, $T_c\ge_{\rm{st}}T_s$ whenever

(4.4) \begin{equation}\bar{G}(t)\ge \bar{F}(t)\ge \dfrac{1}{2}[\bar{G}(t)+\bar{G}^2(t)] \quad for\ all\ \text{$t\ge 0$.}\end{equation}

Proof. Denote

$$a(t)\equiv\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\quad \text{for all $t\ge 0$.}$$

By (4.1) we have

$$\bar{H}_c(t)=\bar{F}^2(t)+2\bar{F}(t)\bar{G}(t)a(t)+\bar{G}^2(t)a^2(t)\quad\text{for all $t\ge 0$.}$$

Based on (4.2) and the first inequality of (4.4), we have

$$\bar{H}_s(t)=\bar{F}^2(t)+\bar{G}^2(t)\int_0^t\dfrac{2\bar{F}(x)f(x)} {\bar{G}^2(x)}\,\mathrm{d}{x}\le\bar{F}^2(t)+2\bar{G}^2(t)a(t).$$

In view of

$$a(t)\longrightarrow\int_0^\infty \dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\gt 1\quad \text{as $t\to\infty$,}$$

we consider the following two cases individually.

For $t\ge 0$ such that $a(t)\gt 1$ , it follows from the second inequality of (4.4) that

\begin{align*}\bar{H}_c(t)-\bar{H}_s(t)&\ge 2\bar{F}(t)\bar{G}(t)a(t)+\bar{G}^2(t)a^2(t)-2\bar{G}^2(t)a(t)\\[5pt] &\ge [2\bar{F}(t)-\bar{G}(t)]\bar{G}(t)a(t)\\[5pt] &\ge 0,\end{align*}

which gives rise to $\bar{H}_c(t)\ge \bar{H}_s(t)$ .

For $t\ge 0$ such that $a(t)\le 1$ , owing to the first inequality of (4.4), we have

$$2\bar{F}(t)\ge \bar{G}(t)+\bar{G}^2(t)\ge \bar{G}(t)+\bar{F}(t)\bar{G}(t).$$

Equivalently,

$$F(t)\ge 2[1-\bar{F}(t)/\bar{G}(t)].$$

Thus

$$a(t)=\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\ge F(t)\ge 2[1-\bar{F}(t)/\bar{G}(t)].$$

Equivalently,

$$2\bar{F}(t)-2\bar{G}(t)+\bar{G}(t)a(t)\ge 0.$$

As a result,

$$\bar{H}_c(t)-\bar{H}_s(t)\ge[2\bar{F}(t)-2\bar{G}(t)+\bar{G}(t)a(t)]\bar{G}(t)a(t)\quad\text{for all $t\ge 0$.}$$

This implies $\bar{H}_c(t)-\bar{H}_s(t)\ge 0$ and hence $\bar{H}_c(t)\ge \bar{H}_s(t)$ again.

Now, based on the above, we conclude with $\bar{H}_c(t)\ge \bar{H}_s(t)$ for all $t\ge 0$ , i.e. $T_c\ge_{\rm{st}}T_s$ .

As for Theorem 4.1, one referee suggested the possibility of extending such a conclusion to the case of the series system with independent but heterogeneous components. Here we present an example showing that relevation redundancy at component level also results in a more reliable series system than relevation at system level. However, it remains an open problem in a general context.

Example 4.1. Consider the system of two components in series. Assume that the component lifetimes $X_1\sim\mathcal{E}(1)$ , the exponential distribution with hazard rate 1, and $X_2\sim\mathcal{E}(2)$ are independent, and the relevation redundancy lifetimes $Y_1\sim\mathcal{W}(0.5,2)$ , Weibull distribution with survival function ${\mathrm{e}}^{-0.5t^2}$ , and $Y_2\sim\mathcal{W}(1,3)$ are independent. It is not difficult to check that for all $t\ge0$ ,

$$\bar{H}_c(t)=\biggl({\mathrm{e}}^{-t}+{\mathrm{e}}^{-0.5t^2}\int_0^t {\mathrm{e}}^{-x+0.5x^2} \,\mathrm{d}{x}\biggr)\cdot\biggl({\mathrm{e}}^{-2t}+2{\mathrm{e}}^{-t^3}\int_0^t {\mathrm{e}}^{-2x+x^3} \,\mathrm{d}{x} \biggr)$$

and

$$\bar{H}_s(t)={\mathrm{e}}^{-3t}+3{\mathrm{e}}^{-0.5t^2-t^3}\int_0^t {\mathrm{e}}^{-3x+0.5x^2+x^3} \,\mathrm{d}{x}.$$

As is seen in Figure 3(a), $\bar{H}_c(1/t-1)\ge\bar{H}_s(1/t-1)$ for all $t\in[0,1]$ , where we use the time transform $1/t-1$ to map the positive half of the real line to the unit interval. Markedly, this leads to $T_c\ge_{\rm{st}}T_s$ .

Figure 3. Difference curves of $\bar{H}_c(1/t-1)-\bar{H}_s(1/t-1)$ . (a) Series system. (b) Parallel system.

Also, for the parallel system with independent and homogeneous component lifetimes and relevation redundancy lifetimes, Example 4.2 shows that relevation redundancy at component level also results in a more reliable system than relevation at system level. Likewise, we have no idea for any general conclusion of the parallel structure at this moment.

Example 4.2. Consider the parallel system of two components. Assume that the component lifetimes $X_i\sim\mathcal{W}(1,3)$ , $i=1,2$ , are independent, and the relevation redundancy lifetimes $Y_i\sim\mathcal{W}(0.5,2)$ , $i=1,2$ , are independent. It is routine to check that for all $t\ge0$

$$\bar{H}_c(t)=1-\biggl(1-{\mathrm{e}}^{-t^3}-2{\mathrm{e}}^{-0.5t^2}\int_0^t x{\mathrm{e}}^{-x^3+0.5x^2} \,\mathrm{d}{x}\biggr)^2$$

and

$$\bar{H}_s(t)=1-\bigl(1-{\mathrm{e}}^{-t^3}\bigr)^2+6\bigl[1-\bigl(1-{\mathrm{e}}^{-0.5t^2}\bigr)^2\bigr]\int_0^t \dfrac{x{\mathrm{e}}^{-x^3}(1-{\mathrm{e}}^{-x^3})} {1-(1-{\mathrm{e}}^{-0.5x^2})^2} \,\mathrm{d}{x}.$$

Figure 3(b) shows that $\bar{H}_c(1/t-1)\ge\bar{H}_s(1/t-1)$ holds for all $t\in[0,1]$ . Thus $T_c\ge_{\rm{st}}T_s$ .

5. Coherent systems of components having dependent lifetimes

In traditional reliability theory, system components are usually assumed to be of mutually independent lifetimes for mathematical tractability. However, this is far from the truth in engineering practice because components of a complex system usually suffer common stresses and share load and thus their lifetimes are statistically dependent in the final analysis. As a study in depth, in this section we pay attention to coherent systems with components having statistically dependent lifetimes, and we attempt to gain some insight on relevation redundancy at both system and component level.

As is seen in Section 4, there is no guarantee that relevation redundancy at component level outperforms that at system level even in the context of the series system with independent and identically distributed component lifetimes. As the second main result of this note, Theorem 5.1 presents a sufficient condition for the stochastic order between the lifetime of system with relevation redundancy at component level and that at system level.

Theorem 5.1. Suppose that the DF $\rho(u)$ is convex and $u\rho'(u)/\rho(u)$ is decreasing in $u\in[0,1]$ . If $X\ge_\rm{hr}Y$ , then $T_c\ge_{\rm{st}}T_s$ .

Proof. Since the domination function $\rho$ is convex, it follows from (3.2) and (3.3) that for all $t\ge0$ ,

(5.1) \begin{align}& \bar{H}_c(t)-\bar{H}_s(t)\nonumber\\[5pt] &\quad= \rho\biggl(\bar{F}(t)+\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} \biggr)-\rho(\bar{F}(t))-\rho(\bar{G}(t))\int_0^t\dfrac{\rho'(\bar{F}(x))f(x)} {\rho(\bar{G}(x))}\,\mathrm{d}{x} \nonumber\\[5pt] &\quad\ge \rho'(\bar{F}(t))\bar{G}(t)\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x} -\rho(\bar{G}(t))\int_0^t\dfrac{\rho'(\bar{F}(x))f(x)} {\rho(\bar{G}(x))}\,\mathrm{d}{x} \nonumber\\[5pt] &\quad= \rho(\bar{G}(t))\int_0^t \dfrac{f(x)} {\bar{G}(x)}\biggl[\dfrac{\bar{G}(t)\rho'(\bar{F}(t))} {\rho(\bar{G}(t))}-\dfrac{\bar{G}(x)\rho'(\bar{F}(x))} {\rho(\bar{G}(x))}\biggr]\,\mathrm{d}{x}.\end{align}

The convexity of $\rho(u)$ implies that $\rho'(u)$ is non-negative and increasing. Since $u\rho'(u)/\rho(u)$ is decreasing in $u\in[0,1]$ , the $u/\rho(u)$ is decreasing, and thus

(5.2) \begin{equation}\dfrac{u\rho'(u)} {\rho(u)}-1\ge0\quad\text{for all $u\in[0,1]$}.\end{equation}

Also, $X\ge_{\rm{hr}}Y$ implies that

(5.3) \begin{equation}\dfrac{f(x)} {\bar{F}(x)}\le\dfrac{g(x)} {\bar{G}(x)},\quad \bar{F}(x)\ge\bar{G}(x)\quad\text{for all $x\ge0$}.\end{equation}

Owing to the decreasing property of $u\rho'(u)/\rho(u)$ , we have

(5.4) \begin{equation}u[\rho'(u)]^2-\rho(u)\rho'(u)-u\rho''(u)\rho(u)\ge 0\quad\text{for all $u\in[0,1]$}\end{equation}

and

(5.5) \begin{equation}\dfrac{\bar{F}(x)\rho'(\bar{F}(x))} {\rho(\bar{F}(x))}-\dfrac{\bar{G}(x)\rho'(\bar{G}(x))} {\rho(\bar{G}(x))}\le 0\quad\text{for all $x\ge0$}.\end{equation}

Note that

\begin{align*}\biggl[\dfrac{\bar{G}(x)\rho'(\bar{F}(x))} {\rho(\bar{G}(x))}\biggr]'&\stackrel{\rm{sgn}}{=} -\dfrac{g(x)} {\bar{G}(x)}-\dfrac{f(x)\rho''(\bar{F}(x))} {\rho'(\bar{F}(x))}+\dfrac{g(x)\rho'(\bar{G}(x))} {\rho(\bar{G}(x))}\\[5pt] &= \dfrac{g(x)} {\bar{G}(x)}\biggl[\dfrac{\bar{G}(x)\rho'(\bar{G}(x))} {\rho(\bar{G}(x))}-1\biggr]-\dfrac{f(x)\rho''(\bar{F}(x))} {\rho'(\bar{F}(x))} \\[5pt] &\ge \dfrac{f(x)} {\bar{F}(x)}\biggl[\dfrac{\bar{G}(x)\rho'(\bar{G}(x))} {\rho(\bar{G}(x))}-1\biggr]-\dfrac{f(x)\rho''(\bar{F}(x))} {\rho'(\bar{F}(x))}\\[5pt] &\ge \dfrac{f(x)} {\bar{F}(x)}\biggl[\dfrac{\bar{F}(x)\rho'(\bar{F}(x))} {\rho(\bar{F}(x))}-1\biggr]-\dfrac{f(x)\rho''(\bar{F}(x))} {\rho'(\bar{F}(x))}\\[5pt] &\stackrel{\rm{sgn}}{=}\bar{F}(x)[\rho'(\bar{F}(x))]^2-\rho(\bar{F}(x))\rho'(\bar{F}(x))-\bar{F}(x)\rho''(\bar{F}(x))\rho(\bar{F}(x))\\[5pt] &\ge 0\quad\text{for $x\ge0$,}\end{align*}

where ‘ $\stackrel{\rm{sgn}}{=}$ ’ means both sides have the same sign, the first inequality follows from (5.2) and (5.3), the second one stems from (5.5), and the last is due to (5.4). As a consequence, we conclude that $\bar{G}(x)\rho'(\bar{F}(x))/ \rho(\bar{G}(x))$ is increasing in x, and hence

$$\dfrac{\bar{G}(t)\rho'(\bar{F}(t))} {\rho(\bar{G}(t))}\ge \dfrac{\bar{G}(x)\rho'(\bar{F}(x))} {\rho(\bar{G}(x))}\quad\text{for all $t\ge x\ge0$.}$$

Now, from (5.1) it follows immediately that $\bar{H}_c(t)\ge\bar{H}_s(t)$ for all $t\ge 0$ . That is, $T_c\ge_{\rm{st}}T_s$ , the desired ordering.

It is postulated in Theorem 5.1 that the DF $\rho(u)$ is convex and $u\rho'(u)/\rho(u)$ is decreasing in $u\in[0,1]$ . Evidently, this assumption is fulfilled for series systems with independent component lifetimes, and thus Theorem 4.1 follows immediately as a special case from Theorem 5.1. In addition, such an assumption integrates both the system structure and the statistical dependence among component lifetimes. It is worth pointing out the following conditions due to [Reference Li and Li13], which are sufficient to this assumption:

  • a series system with system component lifetimes linked by Archimedean survival copula $C_\psi$ such that $-\psi'({\mathrm{e}}^x)$ is log-concave and $-\psi'({\mathrm{e}}^x)/\psi({\mathrm{e}}^x)$ is log-concave, e.g. $\psi(y)=1-y^{1/\theta}$ with $\theta\ge1$ ;

  • a parallel system with component lifetimes linked by Archimedean copula $C_\psi$ such that $-\psi'({\mathrm{e}}^x)$ is log-convex and $-\psi'({\mathrm{e}}^x)/[1-\psi({\mathrm{e}}^x)]$ is log-convex, e.g. $\psi(y)={\mathrm{e}}^{-y^{1/\theta}}$ with $\theta\ge1$ ;

  • the series-parallel system $\max\{\min\{X_1,X_2,X_3\},\min\{X_2,X_3,X_4\}\}$ composed of identically distributed component lifetimes $X_1,\ldots,X_4$ , which are linked by the Ali–Mikhail–Haq (AMH) survival copula generated by $\psi(y)={{(1-\theta)}/{ }}{({\mathrm{e}}^y-\theta)}$ with $\theta\in[0,0.15]$ .

Naturally, one may speculate that the usual stochastic order between $T_c$ and $T_s$ can be upgraded to either the hazard rate or the reversed hazard rate order in the context of Theorem 5.1. On the other hand, due to Theorems 5.1 and 4.2, one may also conjecture that for a series system $X_{1\colon n}$ with independent component lifetimes $X_1,\ldots,X_n$ , the likelihood ratio order between $T_c$ and $T_s$ holds whenever $X\ge_{\rm{hr}}Y$ . However, Example 5.1 below serves as a negative answer to both conjectures.

Example 5.1.

  1. (i) For the series system $X_{1\colon 3}$ with independent component lifetimes $X_1,X_2,X_3$ , the DF $\rho(u)=u^3$ for $u\in[0,1]$ . Since

    \begin{align*}\rho''(u)=6u\ge0,\quad\dfrac{u\rho'(u)} {\rho(u)}=3,\end{align*}
    the $\rho(u)$ is convex and $u\rho'(u)/\rho(u)$ is a constant for $u\in[0,1]$ .

    Assume that $X\sim\mathcal{E}(1)$ , the standard exponential distribution, and Y has survival function

    $$\bar{G}(t)= \begin{cases} {\mathrm{e}}^{-t}, & 0\lt t\lt 1, \\[5pt] {\mathrm{e}}^{-t^2}, & t\gt 1. \end{cases}$$
    It is routine to verify that $X\ge_{\rm{hr}}Y$ . Thus all assumptions in Theorem 5.1 are fulfilled.

    Even now, as is seen in Figure 4(a), $\bar{H}_c(t)/\bar{H}_s(t)$ is not monotone at all, and this negates the hazard rate order between $T_c$ and $T_s$ in the setting of Theorem 5.1.

  2. (ii) Consider the parallel-series system $\max\{\min\{X_1,X_2,X_3\},\min\{X_2,X_3,X_4\}\}$ with independent component lifetimes $X_1,X_2,X_3,X_4$ . It is easy to check that $\rho(u)=2u^3-u^4$ for $u\in[0,1]$ . Then

    \begin{align*}\rho''(u)=12u(1-u)\ge0,\quad\dfrac{u\rho'(u)} {\rho(u)}=\dfrac{6-4u} {2-u},\quad\dfrac{\partial} {\partial u}\biggl[\dfrac{u\rho'(u)} {\rho(u)}\biggr]=-2.\end{align*}
    That is, $\rho(u)$ is convex and $u\rho'(u)/\rho(u)$ is decreasing in $u\in[0,1]$ .

    For and X with survival function

    $$\bar{F}(t)= \begin{cases} {\mathrm{e}}^{-0.5t^2}, & 0\lt t\lt 1, \\[5pt] {\mathrm{e}}^{0.5-t}, & t\gt 1, \end{cases}$$
    it is routine to verify that $X\ge_{\rm{hr}}Y$ . Thus all assumptions of Theorem 5.1 are verified.

    Again, as depicted in Figure 4(b), the ratio $H_c(t)/H_s(t)$ is not monotone either. Consequently, the reversed hazard rate order between $T_c$ and $T_s$ in the setting of Theorem 5.1 is invalidated.

6. Some remarks

For coherent systems, due to the complexity incurred by the statistical dependence and heterogeneity of component lifetimes, it is unfeasible to build the usual consistent stochastic order between the system lifetime with relevation redundancy at system level and that with relevation redundancy at component level. Apart from the results developed in previous sections, further in-depth research is needed in order to provide more insight into such a fundamental problem in reliability. Finally, we close this note by presenting two propositions, illuminating future research on series systems of independent components.

Figure 4. Two curves of ratios concerned with system lifetimes $T_c$ and $T_s$ . (a) Ratio of survival functions. (b) Ratio of distribution functions.

As an immediate consequence of Theorems 4.1 and 4.2, we present the first proposition.

Proposition 6.1. For a series system with components having independent and homogeneous lifetimes $X_1,\ldots,X_n$ and relevation redundancies having independent and homogeneous lifetimes $Y_1,\ldots,Y_n$ , if $X_1$ and $Y_1$ are of proportional hazard rates, then $T_c\ge_\rm{st}T_s$ .

It is of natural interest to further check whether $T_c\ge_\rm{st}T_s$ still holds whenever $X_i$ and $Y_i$ are of proportional hazard rates, $i=1,\ldots,n$ , for mutually independent but heterogeneous $X_1,\ldots,X_n$ in further research.

Recall that a non-negative random variable X is said to be smaller than another one Y in the stochastic tail order (denoted as $X\le_{\rm{sto}}Y$ ) if $\bar{F}(x)\le\bar{G}(x)$ for all $x\gt x_0$ and some threshold $x_0\gt 0$ . For more on this order we refer readers to [Reference De Santis and Spizzichino7] and [Reference Li14]. As for Theorem 4.3, we speculate that the $X\le_\rm{st}Y$ of (4.4) itself is not sufficient. Although we come up with the following stochastic tail order, further discussions are expected to clarify the mechanism in future.

Proposition 6.2. For a series system with components having mutually independent lifetimes, if $X\le_{\rm{st}}Y$ then $T_c\ge_\rm{sto}T_s$ .

Proof. Recall that

$$a(t)=\int_0^t\dfrac{f(x)} {\bar{G}(x)}\,\mathrm{d}{x}\quad\text{for $t\ge 0$.}$$

For $t\ge 0$ such that $a(t)\ge1$ , it stems from (4.1) that

\begin{align*}\bar{H}_c(t)&= [\bar{F}(t)+\bar{G}(t)a(t)]^n\notag \\[5pt] &= \bar{F}^n(t)+\sum_{k=1}^n \binom{n}{ k}\bar{F}^{n-k}(t)\bar{G}^k(t)a^k(t){}\\[5pt] &\ge \bar{F}^n(t)+\sum_{k=1}^n \binom{n}{ k}\bar{F}^{n-k}(t)\bar{G}^k(t)a(t).\notag\end{align*}

On the other hand, $X\le_{\rm{st}}Y$ implies $\bar{F}(x)\le\bar{G}(x)$ for all $x\ge 0$ , and thus it follows from (4.2) that

\begin{align*}\bar{H}_s(t)&= \bar{F}^n(t)+\bar{G}^n(t)\int_0^t\dfrac{n\bar{F}^{n-1}(x)f(x)} {\bar{G}^n(x)}\,\mathrm{d}{x}\\[5pt] &\le \bar{F}^n(t)+n\bar{G}^n(t)a(t).\end{align*}

Then we have

\begin{align*}\bar{H}_c(t)-\bar{H}_s(t)&\ge \Biggl[n\bar{F}^{n-1}(t)+\sum_{k=2}^n \binom{n}{ k}\bar{F}^{n-k}(t)\bar{G}^{k-1}(t)-n\bar{G}^{n-1}(t)\Biggr]\bar{G}(t)a(t)\notag\\[5pt] &\stackrel{\rm{sgn}}{=} \sum_{k=1}^n \binom{n}{ k}\bar{F}^{n-k}(t)\bar{G}^{k-1}(t)-n\bar{G}^{n-1}(t) \\[5pt] &= \sum_{k=1}^n\dfrac{n}{k} \binom{n-1}{ k-1}\bar{F}^{n-k}(t)\bar{G}^{k-1}(t)-n\bar{G}^{n-1}(t)\notag\\[5pt] &= n\bar{G}^{n-1}(t)\Biggl[\sum_{l=0}^{n-1}\dfrac{1}{l+1} \binom{n-1}{ l}\biggl(\dfrac{\bar{F}(t)}{\bar{G}(t)}\biggr)^{n-l-1}-1\Biggr]\notag\\[5pt] &\ge n\bar{G}^{n-1}(t)\Biggl[\sum_{l=0}^{n-1}\biggl(\dfrac{\bar{F}(t)}{\bar{G}(t)}\biggr)^{n-l-1}-1\Biggr]\notag\\[5pt] &\ge 0\quad \text{for all $t\ge 0$,}\notag\end{align*}

where the second to the last inequality is due to

$$\dfrac{1}{l+1} \binom{n-1}{ l}=\dfrac{1}{l+1}\cdot\dfrac{n-1}{n-l-1}\cdot\cdots\cdot\dfrac{l+2}{2}\cdot\dfrac{l+1}{1}\gt 1\quad\text{for $l=0,1,\ldots,n-1$.}$$

This gives rise to $\bar{H}_c(t)\ge \bar{H}_s(t)$ for all $t\ge 0$ such that $a(t)\ge1$ . That is, $T_c\ge_\rm{sto}T_s$ .

Funding information

Chen Li’s research is supported by the National Natural Science Foundation of China (72201191), the Natural Science Foundation of Tianjin (20JCQNJC00620), and the 100 Youth Elite Project of Tianjin University of Commerce.

Competing interests

There were no competing interests to declare which arose during the preparation or publication process of this article.

References

Arriaza, A., Navarro, J. and Suárez-Llorens, A. (2018). Stochastic comparisons of replacement policies in coherent systems under minimal repair. Naval Res. Logistics 65, 550565.CrossRefGoogle Scholar
Barlow, R. E. and Proschan, F. (1975). Statistical Theory of Reliability and Life Testing. Holt, Rinehart & Winston, New York.Google Scholar
Baxter, L. A. (1982). Reliability applications of the relevation transform. Naval Res. Logistics Quart. 29, 323330.CrossRefGoogle Scholar
Belzunce, F., Martínez-Riquelme, C., Mercader, J. A. and Ruiz, J. M. (2021). Comparisons of policies based on relevation and replacement by a new one unit in reliability. TEST 30, 211227.CrossRefGoogle Scholar
Belzunce, F., Martínez-Riquelme, C. and Ruiz, J. M. (2019). Allocation of a relevation in redundancy problems. Appl. Stoch. Models Business Industry 35, 492503.CrossRefGoogle Scholar
Chukova, S. and Dimitrov, B. (1993). On relevation transforms that characterize probability distributions. J. Appl. Math. Stoch. Anal. 6, 345358.CrossRefGoogle Scholar
De Santis, E. and Spizzichino, F. (2016). Usual and stochastic tail orders between hitting times for two Markov chains. Appl. Stoch. Models Business Industry 32, 526538.CrossRefGoogle Scholar
Grosswald, E., Kotz, S. and Johnson, N. L. (1980). Characterizations of the exponential distribution by relevation-type equations. J. Appl. Prob. 17, 874877.CrossRefGoogle Scholar
Gupta, N., Misra, N. and Kumar, S. (2015). Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components. Europ. J. Operat. Res. 240, 425430.CrossRefGoogle Scholar
Kapodistria, S. and Psarrakos, G. (2012). Some extensions of the residual lifetime and its connection to the cumulative residual entropy. Prob. Eng. Inf. Sci. 26, 129146.CrossRefGoogle Scholar
Krakowski, M. (1973). The relevation transform and a generalization of the gamma distribution function. Rev. Fr. Inform. Rech. Opér. 7, 107120.Google Scholar
Lau, K. S. and Rao, B. P. (1990). Characterization of the exponential distribution by the relevation transform. J. Appl. Prob. 27, 726729.CrossRefGoogle Scholar
Li, C. and Li, X. (2020). Weak aging properties for coherent systems with statistically dependent component lifetimes. Naval Res. Logistics 67, 559572.CrossRefGoogle Scholar
Li, H. (2013). Dependence comparison of multivariate extremes via stochastic tail orders. In Stochastic Orders in Reliability and Risk (Lecture Notes Statist. 208), pp. 363–387. Springer, New York.CrossRefGoogle Scholar
Li, H. and Li, X. (2013). Stochastic Orders in Reliability and Risk. Springer, New York.CrossRefGoogle Scholar
Li, X. and Fang, R. (2018). Stochastic properties of two general versions of the residual lifetime at random times. Appl. Stoch. Models Business Industry 34, 528543.CrossRefGoogle Scholar
Li, X. and Lu, J. (2003). Stochastic comparisons on residual life and inactivity time of series and parallel systems. Prob. Eng. Inf. Sci. 17, 267275.CrossRefGoogle Scholar
Navarro, J. (2018). Preservation of DMRL and IMRL aging classes under the formation of order statistics and coherent systems. Statist. Prob. Lett. 137, 264268.CrossRefGoogle Scholar
Navarro, J. and Spizzichino, F. (2010). Comparisons of series and parallel systems with components sharing the same copula. Appl. Stoch. Models Business Industry 26, 775791.CrossRefGoogle Scholar
Navarro, J., Arriaza, A. and Suárez-Llorens, A. (2019). Minimal repair of failed components in coherent systems. Europ. J. Operat. Res. 279, 951964.CrossRefGoogle Scholar
Navarro, J., del Águila, Y., Sordo, M. A. and Suárez-Llorens, A. (2013). Stochastic ordering properties for systems with dependent identically distributed components. Appl. Stoch. Models Business Industry 29, 264278.CrossRefGoogle Scholar
Navarro, J., del Águila, Y., Sordo, M. A. and Suárez-Llorens, A. (2014). Preservation of reliability classes under the formation of coherent systems. Appl. Stoch. Models Business Industry 30, 444454.CrossRefGoogle Scholar
Navarro, J., Pellerey, F. and Crescenzo, A. D. (2015). Orderings of coherent systems with randomized dependent components. Europ. J. Operat. Res. 240, 127139.CrossRefGoogle Scholar
Nelsen, R. B. (2006). An Introduction to Copulas. Springer, New York.Google Scholar
Pellerey, F., Shaked, M. and Zinn, J. (2000). Nonhomogeneous Poisson processes and logconcavity. Prob. Eng. Inf. Sci. 14, 353373.CrossRefGoogle Scholar
Psarrakos, G. and Di Crescenzo, A. (2018). A residual inaccuracy measure based on the relevation transform. Metrika 81, 3759.CrossRefGoogle Scholar
Sankaran, P. G. and Kumar, M. D. (2019). Reliability properties of proportional hazards relevation transform. Metrika 82, 441456.CrossRefGoogle Scholar
Shaked, M. and Shanthikumar, J. G. (2007). Stochastic Orders. Springer, New York.CrossRefGoogle Scholar
Shanthikumar, J. G. and Baxter, L. A. (1985). Closure properties of the relevation transform. Naval Res. Logistics Quart. 32, 185189.CrossRefGoogle Scholar
Sordo, M. A. and Psarrakos, G. (2017). Stochastic comparisons of interfailure times under a relevation replacement policy. J. Appl. Prob. 54, 134145.CrossRefGoogle Scholar
Torrado, N., Arriaza, A. and Navarro, J. (2021). A study on multi-level redundancy allocation in coherent systems formed by modules. Reliab. Eng. Syst. Saf. 213, 107694.CrossRefGoogle Scholar
Wu, J., Ding, W., Zhang, Y. and Zhao, P. (2022). On reliability improvement for coherent systems with a relevation. Naval Res. Logistics 69, 654666.CrossRefGoogle Scholar
Yan, R., Zhang, J. and Zhang, Y. (2021). Optimal allocation of relevations in coherent systems. J. Appl. Prob. 58, 11521169.CrossRefGoogle Scholar
Zhang, J. and Zhang, Y. (2023). Stochastic comparisons of relevation allocation policies in coherent systems. TEST. Available at https://doi.org/10.1007/s11749-023-00855-0.CrossRefGoogle Scholar
Zhao, P., Zhang, Y. and Chen, J. (2017). Optimal allocation policy of one redundancy in a n-component series system. Europ. J. Operat. Res. 257, 656668.CrossRefGoogle Scholar
Figure 0

Figure 1. A series system with relevation redundancy. (a) $T_c$: redundancy at component level. (b) $T_s$: redundancy at system level.

Figure 1

Figure 2. Structures of a series system with relevation redundancy. (a) $T_c$: redundancy at component level. (b) $T_s$: redundancy at system level.

Figure 2

Figure 3. Difference curves of $\bar{H}_c(1/t-1)-\bar{H}_s(1/t-1)$. (a) Series system. (b) Parallel system.

Figure 3

Figure 4. Two curves of ratios concerned with system lifetimes $T_c$ and $T_s$. (a) Ratio of survival functions. (b) Ratio of distribution functions.