When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?

Author(s)

James D. Lynch, University of South Carolina - ColumbiaFollow

Document Type

Article

Subject Area(s)

statistics

Abstract

The convex (concave) parameterization of a generalized renewal process is considered in this paper. It is shown that if the interrenewal times have log concave distributions or have log concave survival functions (i.e., an increasing failure rate distribution), then the renewal process is convexly (concavely) parameterized in its mean parameterization.

Publication Info

Published in Probability in the Engineering and Informational Sciences, Volume 11, Issue 1, 2009, pages 43-48.

© Probability in the Engineering and Informational Sciences 2009, Cambridge University Press

Lynch, J. D. (1997). When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization? Probability in the Engineering and Informational Sciences, 11(1), 43–48. http://doi.org/10.1017/S0269964800004666

Rights

© Probability in the Engineering and Informational Sciences 2009, Cambridge University Press

Lynch, J. D. (1997). When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization? Probability in the Engineering and Informational Sciences, 11(1), 43–48. http://doi.org/10.1017/S0269964800004666