Estımators And Applıcatıons In The Renewal Process


Thesis Type: Doctorate

Institution Of The Thesis: Gazi University, Fen Bilimleri Enstitüsü, İSTATİSTİK ANABİLİM DALI, Turkey

Approval Date: 2016

Thesis Language: Turkish

Student: ESRA GÖKPINAR

Supervisor: HAMZA GAMGAM

Open Archive Collection: AVESIS Open Access Collection

Abstract:

In the renewal process, since the form of the lifetime distribution is unknown, Frees (1986a) proposed an estimator of renewal function for large values of t. In this study, asymptotic properties of this estimator, such as consistency, asymptotic unbiasedness and asymptotic normality were investigated. In simulation study, the performance of this estimator is also studied under different distributions. The inventory models of type (s, S), such as classic inventory model of type (s, S) and the inventory model of type (s, S) with a discrete interference of chance are expressed by means of renewal process. In these models, when the distribution function F of demand variable is unknown, it is very important to estimate the statistical characteristics of these models. For this reason, in this study, estimators both for ergodic distribution and moments of inventory model of type (s, S) and inventory model of type (s, S) with a discrete interference of chance were proposed. Furthermore, asymptotic properties of these estimators such as consistency, asymptotic unbiasedness and asymptotic normality were investigated and a detailed numerical example of these estimators was given.