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A note on survival models under a Markov process

Published online by Cambridge University Press:  14 July 2016

William S. Griffith  and
C. Srinivasan
William S. Griffith*
Affiliation:
University of Kentucky
C. Srinivasan*
Affiliation:
University of Kentucky
*
Postal address for both authors: Department of Statistics, University of Kentucky, Lexington, KY 40506, USA.
Postal address for both authors: Department of Statistics, University of Kentucky, Lexington, KY 40506, USA.
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Abstract

A number of extensions of the class preservation results in the Esary, Marshall and Proschan shock model have been investigated by various authors in recent years, most recently by Ghosh and Ebrahimi. In this note, generalizations are obtained using different methods for the IFR and NBUE cases when the shocking process is a regular continuous-time Markov process with stationary transition probabilites.

Keywords

SHOCK MODELSFAILURE RATES
Type
Short Communications
Information
Journal of Applied Probability , Volume 22 , Issue 4 , December 1985 , pp. 982 - 988
Copyright
Copyright © Applied Probability Trust 1985 

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Footnotes

†

Research supported by NSF Grant MCS-8212968.

References

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