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
DI CRESCENZO, Antonio;
1996-01-01
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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