For two devices whose quality is described by non-negative one-dimensional time-homogeneous diffusion processes of the Wiener and Ornstein-Uhlenbeck types sufficient conditions are given such that their failure times, modeled as first-passage times through the zero state, are ordered according to the likelihood ratio ordering.
Comparing failure times via diffusion models and likelihood ratio ordering / A., DI CRESCENZO; Ricciardi, LUIGI MARIA. - In: IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS, COMMUNICATIONS AND COMPUTER SCIENCES. - ISSN 0916-8508. - STAMPA. - E79-A:9(1996), pp. 1429-1432.
Comparing failure times via diffusion models and likelihood ratio ordering
RICCIARDI, LUIGI MARIA
1996
Abstract
For two devices whose quality is described by non-negative one-dimensional time-homogeneous diffusion processes of the Wiener and Ornstein-Uhlenbeck types sufficient conditions are given such that their failure times, modeled as first-passage times through the zero state, are ordered according to the likelihood ratio ordering.File in questo prodotto:
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