A Note on First Passage Times in Birth and Death and Nonnegative Diffusion Processes.
- 1 November 1979
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
Consider a birth and death process starting in state 0. Analytical arguments were shown earlier that the time of first passage into state n has an increasing failure rate (IFR) distribution. We present a probabilistic proof for this. In addition, our proof shows that for a nonnegative diffusion process, the first passage time from state 0 to any state x is IFR.Keywords
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