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論文名稱 Title |
關於更新過程之探討 An Investigation of Some Problems Related to Renewal Process |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
16 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2001-06-08 |
繳交日期 Date of Submission |
2001-06-19 |
關鍵字 Keywords |
指數分佈、幾何更新過程舊的比新的好之性質、幾何分佈、更新過程、隨機和 random sum, geometric renewal process, new worse than used, exponential distribution, geometric distribution, NWU distribution, renewal process |
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統計 Statistics |
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中文摘要 |
本論文討論關於更新過程的相關問題。更仔細地說,令$gamma_{t}$代表一更新過程 A={A(t),t>0}的剩餘壽命。若$Var(gamma_{t})=E^2(gamma_{t})-E(gamma_{t})$, 則當到達間距為離散時,此更新過程為幾何更新過程。另一方面,藉由更新過程隨機和的尾部之討論, 證明隨機和的k次方仍滿足舊的比新的好之性質。 |
Abstract |
In this thesis we present some related problems about the renewal processes. More precisely, let $gamma_{t}$ be the residual life at time $t$ of the renewal process $A={A(t),t geq 0}$, $F$ be the common distribution function of the inter-arrival times. Under suitable conditions, we prove that if $Var(gamma_{t})=E^2(gamma_{t})-E(gamma_{t}),forall t=0,1
ho,2
ho,3
ho,... $, then $F$ will be geometrically distributed under the assumption $F$ is discrete. We also discuss the tails of random sums for the renewal process. We prove that the $k$ power of random sum is always new worse than used ($NWU$). |
目次 Table of Contents |
1. Introduction 2. Preliminary 3. Characterization related to the geometric characteristic 4. A class of random sums and its NWU property 5. Discussion |
參考文獻 References |
1. Barlow, R. E. and Proschan, F. (1981): Statistical Theory of Reliability and Life Testing: Probability Models. To Begin With, Silver Spring, MD. 2. Boyce, W. E. and DiPrima, R. C. (1992): Elementary differential equations and boundary value problems. New York: John Wiley & Sons. 3. Brown, H. (1990): Error bounds for exponential approximations of geometric convolutions. Ann. Prob. 18, 1388-1402. 4. Cai, J. and Kalashnikov, V. (2000): NWU property of a class of random sums. J. Appl. Prob. 37, 283-289. 5. Cinlar, E. and Jagers, P. (1973): Two mean values which characterize the Poisson process. J. Appl. Prob.10, 678-681. 6. Fitzpatrick, P. M. (1996): Advanced Calculus. New York: PWS Publishing Company. 7. Fosam, E. B. and Shanbhag, D. N. (1997): Variants of the Choquet-Deny theorem with applications. J. Appl. Prob. 34, 101-106. 8. Gupta, P. L. and Gupta, R. C. (1986): A characterization of the Poisson process. J. Appl. Prob. 23, 233-235. 9. Holmes, P. L. (1974): A characterization of the Poisson Process. Sankhya A 36, 449-450. 10. Huang, W. J. and Chang, W. C. (2000): On a study of the exponential and Poisson characteristics of the Poisson process. Metrika 50, 247-254. 11. Huang, W. J. and Li, S. H. (1993): Characterizations of the Poisson process using the variance. Commun. Statist.-Theory Meth. 22, 1371-1382. 12. Huang, W. J., Li, S. H. and Su, J. C. (1993): Some characterizations of the Poisson process and geometric renewal process. J. Appl. Prob. 30, 121-130. 13. Rao, C. R., Sapatinas, T. and Shanbhag, D. N. (1994): The integrated Cauchy functional equation: some comments on recent papers. Adv. Appl. Prob. 26, 825-829. |
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