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Estimating the Mean Number of Renewals By Simulation
Published online by Cambridge University Press: 27 July 2009
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.
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- Probability in the Engineering and Informational Sciences , Volume 3 , Issue 3 , July 1989 , pp. 319 - 321
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- Copyright © Cambridge University Press 1989
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