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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
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005138176
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