Prediction of the Geometric Renewal Process
The first part of the paper presents major concepts and theoretical statements on prediction of processes. The second part presents the obtained results on the geometric renewal process by indicating its distribution which has a binomial distribution and is a process with independent and stationary...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas
2017-12-01
|
| Series: | Lithuanian Journal of Statistics |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/statisticsjournal/article/view/13673 |
| _version_ | 1811272348457762816 |
|---|---|
| author | Vaidotas Kanišauskas Karolina Piaseckienė |
| author_facet | Vaidotas Kanišauskas Karolina Piaseckienė |
| author_sort | Vaidotas Kanišauskas |
| collection | DOAJ |
| description |
The first part of the paper presents major concepts and theoretical statements on prediction of processes. The second part presents the obtained results on the geometric renewal process by indicating its distribution which has a binomial distribution and is a process with independent and stationary increments. Further, having applied the theory introduced in the first part to the geometric renewal process, the sufficient and unbiased prediction with the minimum-variance has been found.
|
| first_indexed | 2024-04-12T22:38:40Z |
| format | Article |
| id | doaj.art-da00b17329ca40d7a45b6c2b5102266d |
| institution | Directory Open Access Journal |
| issn | 1392-642X 2029-7262 |
| language | English |
| last_indexed | 2024-04-12T22:38:40Z |
| publishDate | 2017-12-01 |
| publisher | Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas |
| record_format | Article |
| series | Lithuanian Journal of Statistics |
| spelling | doaj.art-da00b17329ca40d7a45b6c2b5102266d2022-12-22T03:13:48ZengLietuvos statistikų sąjunga, Lietuvos statistikos departamentasLithuanian Journal of Statistics1392-642X2029-72622017-12-0156110.15388/LJS.2017.13673Prediction of the Geometric Renewal ProcessVaidotas Kanišauskas0Karolina Piaseckienė1Šiauliai University, LithuaniaŠiauliai University, Lithuania The first part of the paper presents major concepts and theoretical statements on prediction of processes. The second part presents the obtained results on the geometric renewal process by indicating its distribution which has a binomial distribution and is a process with independent and stationary increments. Further, having applied the theory introduced in the first part to the geometric renewal process, the sufficient and unbiased prediction with the minimum-variance has been found. https://www.journals.vu.lt/statisticsjournal/article/view/13673renewal processbinomial distributionpredictionunbiased prediction |
| spellingShingle | Vaidotas Kanišauskas Karolina Piaseckienė Prediction of the Geometric Renewal Process Lithuanian Journal of Statistics renewal process binomial distribution prediction unbiased prediction |
| title | Prediction of the Geometric Renewal Process |
| title_full | Prediction of the Geometric Renewal Process |
| title_fullStr | Prediction of the Geometric Renewal Process |
| title_full_unstemmed | Prediction of the Geometric Renewal Process |
| title_short | Prediction of the Geometric Renewal Process |
| title_sort | prediction of the geometric renewal process |
| topic | renewal process binomial distribution prediction unbiased prediction |
| url | https://www.journals.vu.lt/statisticsjournal/article/view/13673 |
| work_keys_str_mv | AT vaidotaskanisauskas predictionofthegeometricrenewalprocess AT karolinapiaseckiene predictionofthegeometricrenewalprocess |