Comparing Failure Times via Diffusion Models and Likelihood Ratio Ordering
Summary :
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.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E79-A No.9 pp.1429-1432
- Publication Date
- 1996/09/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- Special Section PAPER (Special Section on Information Theory and Its Applications)
- Category
- Stochastic Process/Learning
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Antonio Di CRESCENZO, Luigi M. RICCIARDI, "Comparing Failure Times via Diffusion Models and Likelihood Ratio Ordering" in IEICE TRANSACTIONS on Fundamentals,
vol. E79-A, no. 9, pp. 1429-1432, September 1996, doi: .
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.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e79-a_9_1429/_p
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@ARTICLE{e79-a_9_1429,
author={Antonio Di CRESCENZO, Luigi M. RICCIARDI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Comparing Failure Times via Diffusion Models and Likelihood Ratio Ordering},
year={1996},
volume={E79-A},
number={9},
pages={1429-1432},
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.},
keywords={},
doi={},
ISSN={},
month={September},}
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TY - JOUR
TI - Comparing Failure Times via Diffusion Models and Likelihood Ratio Ordering
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1429
EP - 1432
AU - Antonio Di CRESCENZO
AU - Luigi M. RICCIARDI
PY - 1996
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E79-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 1996
AB - 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.
ER -
English
