Comparing first-passage times for semi-Markov skip-free processes

Antonio Di Crescenzo and Luigi M. Ricciardi

Statistics & Probability Letters, 1996, vol. 30, issue 3, 247-256

Abstract: 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.

Keywords: Skip-free; processes; First-passage; time; Partial; orderings; Shock-repair; models (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (3)

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