Prediction of the Geometric Renewal Process
Articles
Vaidotas Kanišauskas
Šiauliai University, Lithuania
Karolina Piaseckienė
Šiauliai University, Lithuania
Published 2017-12-20
https://doi.org/10.15388/LJS.2017.13673
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Keywords

renewal process
binomial distribution
prediction
unbiased prediction

How to Cite

Kanišauskas V. and Piaseckienė K. (2017) “Prediction of the Geometric Renewal Process”, Lithuanian Journal of Statistics, 56(1), pp. 72-76. doi: 10.15388/LJS.2017.13673.

Abstract

The first part of the paper presents major concepts and theoretical statements on prediction of processes. The second part presents the obtained results on the geometric renewal process by indicating its distribution which has a binomial distribution and is a process with independent and stationary increments. Further, having applied the theory introduced in the first part to the geometric renewal process, the sufficient and unbiased prediction with the minimum-variance has been found.

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