Life behavior of $$\delta $$ δ -shock models for uniformly distributed interarrival times
Serkan Eryilmaz () and
Konul Bayramoglu ()
Statistical Papers, 2014, vol. 55, issue 3, 852 pages
Abstract:
In this paper we study the life behavior of $$\delta $$ δ -shock models when the shocks occur according to a renewal process whose interarrival distribution is uniform. In particular, we obtain the first two moments of the corresponding lifetime random variables for general interarrival distribution, and survival functions when the interarrival distribution is uniform. Copyright Springer-Verlag Berlin Heidelberg 2014
Keywords: $$\delta $$ δ -Shock model; Interarrival distribution; Survival function; Uniform distribution (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:55:y:2014:i:3:p:841-852
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DOI: 10.1007/s00362-013-0530-1
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