Title |
Prediction of the geometric renewal process / |
Translation of Title |
Geometrinio atstatymo proceso prognozavimas. |
Authors |
Kanišauskas, Vaidotas ; Piaseckienė, Karolina |
DOI |
10.15388/LJS.2017.13673 |
Full Text |
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Is Part of |
Lietuvos statistikos darbai.. Vilnius : Vilniaus universiteto leidykla. 2017, t 56, Nr. 1, p. 72-76.. ISSN 1392-642X. eISSN 2029-7262 |
Keywords [eng] |
renewal process ; binomial distribution ; prediction ; unbiased prediction |
Abstract [eng] |
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. |
Published |
Vilnius : Vilniaus universiteto leidykla |
Type |
Journal article |
Language |
English |
Publication date |
2017 |
CC license |
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