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Confidence Interval for Variance Function of a Compound Periodic Poisson Process with a Power Function Trend Irawan, Ade; Mangku, I Wayan; Budiarti, Retno
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 7, No 3 (2023): July
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v7i3.14836

Abstract

This research is a follow-up research of Utama (2022) on asymptotic distribution of an estimator for variance function of a compound periodic Poisson with the power function trend. The objectives of this research are (i) to formulate a confidence interval for the variance function of a compound periodic Poisson process with a power function trend and (ii) to prove the convergence to 1-α probability of the parameter included in the confidence interval. This research process begins with a review of the existing formulation of the variance function estimator and its asymptotic distribution. Next, the confidence interval for the variance function of the compound periodic Poisson process with a power function trend is formulated and the convergence to 1-α is determined. After obtaining the confidence interval, the research continued by conducting computer simulations to confirmed the results obtained analytically. The results obtained show that the confidence interval for the variance function of a compound periodic Poisson process with a power function trend converges to 1-α both analytically and numerically for different finite time intervals.