Interval Kepercayaan Untuk Fungsi Nilai Harapan dan Fungsi Ragam Proses Poisson Periodik Majemuk

Auliya Fithry (Departemen Matematika, Fakultas MIPA, IPB University, Jawa Barat,)
I Wayan Mangku (Departemen Matematika, Fakultas MIPA, IPB University, Jawa Barat,)
I Gusti Putu Purnaba (Departemen Matematika, Fakultas MIPA, IPB University, Jawa Barat,)

Jambura Journal of Mathematics
Vol 4, No 1: January 2022

Compound cyclic Poisson process have the mean and variance functions. The objective of this paper is to construct confidence intervals for respectively the mean and variance functions of a compound cyclic Poisson process with significance level 0alpha1 and to do a simulation study to observe the probabilities that parameters are contained in the confidence intervals. We do not assume any parametric form for the intensity function except that it is periodic. We consider in the observed there is only one realization of the cyclic Poisson process in a bounded interval. The main results are two theory about confidence intervals for parameters. The simulation shows that the probability values of the observed parameters contained in the confidence intervals are in accordance with the theory.