EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
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DOI:
10.1017/s026996480606013x
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发表时间:
2006-03
影响因子:
1.1
通讯作者:
Mark Brown
中科院分区:
文献类型:
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作者:
Mark Brown
We consider the transformation T that takes a distribution F into the distribution of the length of the interval covering a fixed point in the stationary renewal process corresponding to F. This transformation has been referred to as size-biasing, length-biasing, the renewal length transformation, and the stationary lifetime operator. We review and develop properties of this transformation and apply it to diverse areas.