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A note on survival models under a Markov process
Published online by Cambridge University Press: 14 July 2016
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.
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- Copyright © Applied Probability Trust 1985
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Research supported by NSF Grant MCS-8212968.
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