The inspection paradox inequality

被引：10
|
作者：
Angus, JE
机构：
来源：
SIAM REVIEW | 1997年 / 39卷 / 01期
关键词：
renewal process; covariance inequality; bias; stochastic ordering;
D O I：
10.1137/S003614459529298X
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This note presents a rigorous proof of the fact that in a renewal process, the interarrival interval containing a specific time point is stochastically larger than a ''typical'' interarrival interval in the process. The key of the proof is a very useful and easily proved covariance inequality.
引用
收藏
页码：95 / 97
页数：3
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