Nonparametric estimation of some quantities of interest from renewal theory

Steven G. From and Linxiong Li

Naval Research Logistics (NRL), 2003, vol. 50, issue 6, 638-649

Abstract: In this paper, confidence intervals are given for two quantities of importance related to renewal processes. For each quantity, two confidence intervals are discussed. One confidence interval is given for general, all‐purpose use. Another confidence interval is given which is easier to compute, but not of general use. The case where data are subject to right censorship is also considered. Some numerical comparisons are made. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 638–649, 2003.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:50:y:2003:i:6:p:638-649

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