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

Published online by Cambridge University Press:  27 July 2009

James D. Lynch
James D. Lynch
Affiliation:
Department of Statistics, University of South Carolina Columbia, South Carolina 29208
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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.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 11 , Issue 1 , January 1997 , pp. 43 - 48
Copyright
Copyright © Cambridge University Press 1997

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