EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION-Reference-Cited by-同舟云学术

EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION

Published:2006-03-06 Issue:2 Volume:20 Page:195-230
ISSN:0269-9648
Container-title:Probability in the Engineering and Informational Sciences
language:en
Short-container-title:Prob. Eng. Inf. Sci.

Author:

Brown Mark

Abstract

We consider the transformation T that takes a distribution F into the distribution of the length of the interval covering a fixed point in the stationary renewal process corresponding to F. This transformation has been referred to as size-biasing, length-biasing, the renewal length transformation, and the stationary lifetime operator. We review and develop properties of this transformation and apply it to diverse areas.

Publisher

Cambridge University Press (CUP)

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability

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