Computation of the mean value and variance functions in geometric process

AYDOĞDU H., Altindag O.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.86, sa.5, ss.986-995, 2016 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 86 Sayı: 5
  • Basım Tarihi: 2016
  • Doi Numarası: 10.1080/00949655.2015.1047778
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.986-995
  • Anahtar Kelimeler: geometric process, geometric function, variance function, Monte Carlo estimation
  • Ankara Üniversitesi Adresli: Evet

Özet

Geometric process (GP) is widely used as a non-stationary stochastic model in reliability analysis. In many of applications related with GP its mean value and variance functions are needed. Since there are no analytical forms of these functions in a lot of situations their computations are of importance. In this study, a numerical approximation and Monte Carlo estimation method based on the convolutions of distribution functions have been proposed for both the mean value and variance functions.