The Approximation of the Exponential Weibull Renewal Function

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  • School of Mathematics and Statistics, Zhaoqing University
CHENG Cong-hua, Male, Sichuan, Associate Professor, Research area: Survival analysis and empirical likelihood.

Accepted date: 2016-12-18

  Online published: 2020-10-07

Supported by

supported by the National Natural Science Foundation of China(71801186); the National Natural Science Foundation of Guangdong(2018A030313829); the Science and Technology Innovation Guidance Project of Zhaoqing,Guangdong Province(201804031503); the higher education colleges and universities innovation strong school project of Guangdong(2016KTSCX153); the teaching reform project of Zhaoqing University(zlgc201745);

Abstract

The analytical renewal function(RF) is not tractable of the exponential Weibull(EW) distribution. In the proposed model, the n-fold convolution of the EW cumulative distribution function(CDF) is approximated by a n-fold convolutions of Gamma and normal CDFs. We obtain the EW RF by a series approximation model. The method is very simple in the computation. When the parameters are unknown, we present the asymptotic confidence interval of the RF. The validity of the asymptotic confidence interval is checked via some numerical experiments. 

Cite this article

CHENG Cong-hua . The Approximation of the Exponential Weibull Renewal Function[J]. Chinese Quarterly Journal of Mathematics, 2018 , 33(4) : 341 -357 . DOI: 10.13371/j.cnki.chin.q.j.m.2018.04.002

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