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On the conditional expected value of contributions from a renewal process

Published online by Cambridge University Press:  14 July 2016

M. F. James*
Affiliation:
General Reactor Physics Division, A.E.E., Winfrith, Dorset

Abstract

The problem discussed in this paper arose from the study of the effects of unresolved resonances on neutron cross-sections, but it is considered here in more general terms.

Events in a modified renewal process occur at successive intervals x1, x2, …, and the ith event has associated with it a parameter Γi. The random variables xi and Γi are all independent, and their probability distribution functions are known. Each event contributes to two quantities F(u) and G(v) measured at u and v respectively. The value of the total contribution of all events to G(v) is assumed to be known from observation: this paper gives formulae for the mean value of F(u) conditional on this known value of G(v).

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 

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References

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