Accession Number:

ADA088111

Title:

On the First Passage Time Distribution for a Class of Markov Chains.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1980-07-01

Pagination or Media Count:

17.0

Abstract:

Consider a stochastically monotone Markov chain with monotone paths on a partially ordered countable set S. Let C be an increasing subset of S with finite complement. Then the first passage time from an element of S to C is shown to be IFRA increasing failure rate on the average. Several applications are presented including coherent systems, shockmodels, and convolutions of IFRA distributions. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE