On the First Passage Time Distribution for a Class of Markov Chains.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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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
- Statistics and Probability