On the reliability of stochastic systems

In this note we consider the problem of computing the probability R(t0 = P(X(t) > Y(t) for 0 < t [less-than-or-equals, slant] t0), where X(t) and Y(t) are stochastic processes. This extends some of the existing results to the case of stochastic processes. Related estimation problems are also considered.

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Year of publication:	1983
Authors:	Basu, A. P. ; Ebrahimi, Nader
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 5, p. 265-267
Publisher:	Elsevier
Keywords:	Stress-strength model Brownian motion Weibull process series system

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254276