The Kuhn-Tucker model of Wales and Woodland (1983) provides a utility theoretic framework for estimating preferences over commodities for which individuals choose not to consume one or more of the goods. Due to the complexity of the model, however, there have been few applications in the literature and little attention has been paid to the problems of welfare analysis within the Kuhn-Tucker fra...

Let f be an integrable function on an infinite measure space (S,S , π). We show that if a regenerative sequence {Xn}n≥0 with canonical measure π could be generated then a consistent estimator of λ ≡ ∫ S fdπ can be produced. We further show that under appropriate second moment conditions, a confidence interval for λ can also be derived. This is illustrated with estimating countable sums and inte...