methods for computing themarginal distribution of renewal processes
;Suyono Suyono;Widyanti Rahayu
palgrave communications2014Vol. 4pp. -
119
suyono2014statistikamethods
Abstract
In this paper we discuss methods for computing the marginal distribution of renewal processes by using transforms. For
discrete time renewal processes we use the double generating function whereas for continuous time renewal processes we
use the Laplace transform. Both of the transforms can be inverted numerically. In this paper we also discuss how to
compute the marginal distribution of non-parametric renewal processes.