MILANG Journal of Mathematics and Its Applications
Vol. 4 No. 1 (2005): Journal of Mathematics and Its Applications

ESTIMATING THE INTENSITY IN THE FORM OF A POWER FUNCTION OF AN INHOMOGENEOUS POISSON PROCESS

MANGKU, I W. (Unknown)
WIDIYASTUTI, I. (Unknown)
PURNABA, I G. P. (Unknown)

Article Info

Publish Date
01 Jul 2005

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.

Copyrights © 2005




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Journal Info
MILANG Journal of Mathematics and Its Applications
Website

Abbrev

jmap

Publisher

Institut Pertanian Bogor

Subject

Mathematics

Description

MILANG Journal of Mathematics and Its Applications publishes original research articles in the broad field of mathematics and its interdisciplinary applications. The journal covers, but is not limited to, the following areas: Mathematics in Informatics, Mathematics in Life Sciences, Mathematics in ...