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Estimating the Mean Number of Renewals By Simulation

Published online by Cambridge University Press:  27 July 2009

Sheldon M. Ross
Sheldon M. Ross
Affiliation:
Department of Industrial Engineering and Operations ResearchUniversity of California, Berkeley, California 94720
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Abstract

An estimator, based on a simulation, is given for the expected number of events by time t of a renewal process. The estimator is obtained by combining the techniques of control variates and conditional expectation.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 3 , Issue 3 , July 1989 , pp. 319 - 321
Copyright
Copyright © Cambridge University Press 1989

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References

Brown, M., Solomon, H., & Stephens, M. (1981). Monte Carlo simulation of the renewal process. Journal of Applied Probability 18: 426–434.CrossRefGoogle Scholar