Nonparametric estimation of some quantities of interest from renewal theory

Nonparametric estimation of some quantities of interest from renewal theory

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Article ID: iaor20042360
Country: United States
Volume: 50
Issue: 9
Start Page Number: 638
End Page Number: 649
Publication Date: Sep 2003
Journal: Naval Research Logistics
Authors: ,
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.

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