A nonparametric estimator of the renewal function (Q1207206)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric estimator of the renewal function |
scientific article |
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A nonparametric estimator of the renewal function (English)
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1 April 1993
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A fast algorithm is presented for calculating the renewal function directly from data, without carrying out any statistical modelling. In the lightbulb example, the parametric method starts by fitting a probability distribution to the lifetimes of previous light bulbs that had been purchased. Using the method described here, the renewal function could be estimated directly from such lifetime data, merely by running the C program supplied.
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fast algorithm
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renewal function
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