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I. WIDIYASTUTI
Bogor Agricultural University
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ESTIMATING THE INTENSITY IN THE FORM OF A POWER FUNCTION OF AN INHOMOGENEOUS POISSON PROCESS I W. MANGKU; I. WIDIYASTUTI; I G. P. PURNABA
MILANG Journal of Mathematics and Its Applications Vol. 4 No. 1 (2005): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (93.899 KB) | DOI: 10.29244/jmap.4.1.51-57

Abstract

An estimator of the intensity in the form of a power function of an inhomogeneous Poisson process is constructed and investigated. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window indefinitely expands. The asymptotic bias, variance and the mean- squared error of the proposed estimator are computed. Asymptotic normality of the estimator is also established.
Co-Authors I Gusti Putu Purnaba I W. MANGKU