Probability in the Engineering and Informational Sciences
An Asymptotic Expansion For The Inspection Paradox
Probability in the Engineering and Informational Sciences
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This note presents a rigorous proof of the fact that in a renewal process, the interarrival interval containing a specific time point is stochastically larger than a "typical" interarrival interval in the process. The key of the proof is a very useful and easily proved covariance inequality.