A two-sided bound for the renewal function when the interarrival distribution is IMRL

被引：15

作者：

Losidis, Sotirios ^{[1
]}

Politis, Konstadinos ^{[1
]}

机构：

[1] Univ Piraeus, Piraeus, Greece

来源：

STATISTICS & PROBABILITY LETTERS | 2017年 / 125卷

关键词：

Renewal function; Renewal density; Mean residual life function; IMRL; DFR; Submultiplicative function;

D O I：

10.1016/j.spl.2017.01.028

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We obtain an upper and a lower bound for the renewal function in a renewal process with IMRL lifetimes. The lower bound improves a well-known bound by Brown (1980). We study the performance of these bounds both theoretically and with the aid of numerical examples. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：164 / 170

页数：7

共 17 条

[1]

[Anonymous], AMS C PUBLICATIONS

[2]

[Anonymous], 1981, STAT THEORY RELIABIL

[3]

[Anonymous], 2003, Applied probability and queues

[4] BOUNDS, INEQUALITIES, AND MONOTONICITY PROPERTIES FOR SOME SPECIALIZED RENEWAL PROCESSES [J].