Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes

Abstract As a motivating problem, we aim to study some special aspects of the marginal distributions order statistics for exchangeable and (more generally) minimally stable non-negative random variables T 1 , ..., Tr . In any case, assume that are identically distributed, with common survival function ̄G their copula is denoted by K The diagonal sections along possible tools describe information needed recover laws statistics. When attention restricted absolutely continuous such joint distribution can be described in terms associated multivariate conditional hazard rate (m.c.h.r.) functions. We then also system m.c.h.r. compare and, sense, combine two different approaches obtain detailed formulas analyze probabilistic interest. This leads us cases both copulas paper concludes analysis remarkable stochastic dependence, namely Archimedean load sharing models. will allow provide illustrative examples, discussion about peculiar our results.