Computation of the mean value and variance functions in geometric process

被引：14

作者：

Aydogdu, Halil ^{[1
]}

Altindag, Omer ^{[1
]}

机构：

[1] Ankara Univ, Dept Stat, TR-06100 Ankara, Turkey

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2016年 / 86卷 / 05期

关键词：

geometric process; geometric function; variance function; Monte Carlo estimation;

D O I：

10.1080/00949655.2015.1047778

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Geometric process (GP) is widely used as a non-stationary stochastic model in reliability analysis. In many of applications related with GP its mean value and variance functions are needed. Since there are no analytical forms of these functions in a lot of situations their computations are of importance. In this study, a numerical approximation and Monte Carlo estimation method based on the convolutions of distribution functions have been proposed for both the mean value and variance functions.

引用

页码：986 / 995

页数：10

共 13 条

[1] Power Series Expansions for the Distribution and Mean Value Function of a Geometric Process with Weibull Interarrival Times [J].