A STOCHASTIC-PROCESS ARISING IN SEQUENTIAL EXPERIMENTATION

Autor(en): STADJE, W 
Stichwörter: INTER-ARRIVAL TIME; MARGINAL DISTRIBUTIONS; Mathematics; Statistics & Probability; TEMPORALLY ORDERED COMPLETION TIMES
Erscheinungsdatum: 1995
Herausgeber: ELSEVIER SCIENCE BV
Journal: STATISTICS & PROBABILITY LETTERS
Volumen: 23
Ausgabe: 4
Startseite: 359
Seitenende: 365
Zusammenfassung: 
Experiments are launched at every time instant n is an element of Z, the times until completion being i.i.d. non-negative random variables X(n). We consider the process formed by the temporally ordered completion times. Formulas for its one- and two-dimensional marginal distributions are derived from which we obtain closed-form expressions for these distributions as well as for the inter-arrival time density in the case of exponential X(n).
ISSN: 01677152
DOI: 10.1016/0167-7152(94)00136-V

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