Past intensity of a terminated poisson process
نویسندگان
چکیده
منابع مشابه
Fractional Poisson Process
For almost two centuries, Poisson process with memoryless property of corresponding exponential distribution served as the simplest, and yet one of the most important stochastic models. On the other hand, there are many processes that exhibit long memory (e.g., network traffic and other complex systems). It would be useful if one could generalize the standard Poisson process to include these p...
متن کاملStein estimation of the intensity of a spatial homogeneous Poisson point process
In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined on Rd and observed on a bounded window. The procedure is based on a new integration by parts formula for Poisson point processes. We show that our Stein estimator outperforms the maximum likelihood estimator in terms of mean squared error. In m...
متن کاملBootstrap Confidence Regions for the Intensity of a Poisson Point Process
We develop bootstrap methods for constructing conndence regions, including intervals and simultaneous bands, in the context of estimating the intensity function of a non-stationary Poisson process. Several diierent resampling algorithms are suggested, ranging from resampling a Poisson process with intensity equal to that estimated nonparametrically from the data, to resampling the data points t...
متن کاملReliability Analysis of a Software with Non Homogeneous Poisson Process (NHPP) Failure Intensity
This paper deals with the reliability prediction of a large and complex software system consisting of a number of modules in which each module has a different failure pattern. A Non-Homogeneous Poisson Process (NHPP) arising from the superposition of power law processes (S-PLPs) is proposed for determining the failure intensity of the software system. A graphical method is illustrated for estim...
متن کاملFuzzy Random Homogeneous Poisson Process and Compound Poisson Process
By dealing with interarrival times as exponentially distributed fuzzy random variables, a fuzzy random homogeneous Poisson process and a fuzzy random compound Poisson process are respectively defined. Several theorems on the two processes are provided, respectively.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Operations Research Letters
سال: 1984
ISSN: 0167-6377
DOI: 10.1016/0167-6377(84)90075-0