On the dependence structure of hitting times of univariate processes
1988 ◽
Vol 25
(02)
◽
pp. 355-362
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Keyword(s):
Some concepts of dependence have recently been introduced by Ebrahimi (1987) to explore the structural properties of the hitting times of bivariate processes. In this framework, the special case of univariate processes has curious features. New properties are derived for this case. Some applications to sequential inference and inequalities for Brownian motion and new better than used (NBU) processes are also provided.
Keyword(s):
Keyword(s):
Keyword(s):
Comments on a simple test for new better than used in expectation1 by borges, proschan and rodrigues
1986 ◽
Vol 15
(1)
◽
pp. 285-286
◽
1996 ◽
Vol 33
(01)
◽
pp. 184-195
◽
2002 ◽
Vol 16
(1)
◽
pp. 129-137
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