Author:
Griffith William S.,Srinivasan C.
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference9 articles.
1. Stationary independent shock models and the application of shock models to system reliability analysis;Ohi;Rep. Stat. Appl., JUSE,1977
2. Shock Models and Wear Processes
3. Shock models with underlying birth process
4. Nonstationary shock models
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献