Comparing first-passage times for semi-Markov skip-free processes
For two semi-Markov positive skip-free processes on conditions are given such that the first-passage times from the reflecting state 0 to a preassigned threshold are ordered according to Laplace and to increasing linear orderings. A comparison of first-passage times is performed via the new notion of 'dual weak likelihood ratio ordering'. An application to life times of devices subject to shocks and repairs is finally provided.
Year of publication: |
1996
|
---|---|
Authors: | Di Crescenzo, Antonio ; Ricciardi, Luigi M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 3, p. 247-256
|
Publisher: |
Elsevier |
Keywords: | Skip-free processes First-passage time Partial orderings Shock-repair models |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Probabilistic mean value theorems for conditioned random variables with applications
Di Crescenzo, Antonio, (2019)
-
Stochastic comparisons of series and parallel systems with randomized independent components
Di Crescenzo, Antonio, (2011)
-
Orderings of coherent systems with randomized dependent components
Navarro, Jorge, (2015)
- More ...