Download or read book Estimation of the Mean Value Function from a Sample of Nonhomogeneous Poisson Processes written by Carlos Ramon Vallarino and published by . This book was released on 1987 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of the Intensity and Mean Value Functions of a Non homogeneous Poisson Process written by Paul T. Holmes and published by . This book was released on 1975 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to the Statistics of Poisson Processes and Applications written by Yury A. Kutoyants and published by Springer Nature. This book was released on 2023-09-04 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources. Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals. Traditional hypothesis testing, including some goodness-of-fit tests, is also discussed. The theory is then applied to three classes of problems: misspecification in regularity (MiR),corresponding to situations where the chosen change-point model and that of the real data have different regularity; optical communication with phase and frequency modulation of periodic intensity functions; and localization of a radioactive (Poisson) source on the plane using K detectors. Each chapter concludes with a series of problems, and state-of-the-art references are provided, making the book invaluable to researchers and students working in areas which actively use inhomogeneous Poisson processes.
Download or read book Estimation in Poisson Processes written by Pratap Narain Misra and published by . This book was released on 1973 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Selected Parameters in Non Homogeneous Poisson Processes written by Douglas E. Huffman and published by . This book was released on 1975 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimates are found for the intensity function and other related parameters in a non-homogeneous Poisson process. Asymptotic results are also obtained.
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1986 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book Statistical Computing with R written by Maria L. Rizzo and published by CRC Press. This book was released on 2007-11-15 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational statistics and statistical computing are two areas that employ computational, graphical, and numerical approaches to solve statistical problems, making the versatile R language an ideal computing environment for these fields. One of the first books on these topics to feature R, Statistical Computing with R covers the traditiona
Download or read book Estimation of the Time dependant Arrival Rate Function of the Non homogeneous Poisson Process written by Po-Yen Wu and published by . This book was released on 1984 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Quality Technologies written by Yuhlong Lio and published by Springer. This book was released on 2019-08-09 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores different statistical quality technologies including recent advances and applications. Statistical process control, acceptance sample plans and reliability assessment are some of the essential statistical techniques in quality technologies to ensure high quality products and to reduce consumer and producer risks. Numerous statistical techniques and methodologies for quality control and improvement have been developed in recent years to help resolve current product quality issues in today’s fast changing environment. Featuring contributions from top experts in the field, this book covers three major topics: statistical process control, acceptance sampling plans, and reliability testing and designs. The topics covered in the book are timely and have a high potential impact and influence to academics, scholars, students and professionals in statistics, engineering, manufacturing and health.
Download or read book Estimating the Intensity Function of a Nonhomogeneous Poisson Process and a Simulation Study written by Iva Lattinger and published by . This book was released on 1999 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Simulation written by Sheldon M. Ross and published by Elsevier. This book was released on 2006-08-01 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This text explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model. - More focus on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis - A chapter on Markov chain monte carlo methods with many examples - Unique material on the alias method for generating discrete random variables
Download or read book Doubly Stochastic Poisson Processes written by J. Grandell and published by Springer. This book was released on 2006-11-14 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Test for Superadditivity of the Mean Value Function of a Non Homogeneous Poisson Process written by Myles Hollander and published by . This book was released on 1973 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let N(t) be a non-homogeneous Poisson process with mean value function Lambda(t) and rate of occurrence lambda(t). The author a conditional test of the hypothesis that the process is homogeneous, versus alternatives for which the mean value function is superadditive. Specific models leading to superadditivity are presented, and the superadditive test is compared, on the basis of consistency and asymptotic relative efficiency, with the Cox-Lewis test; the latter is directed to alternatives where lambda(t) is increasing. (Author).
Download or read book Smooth Flexible Models of Nonhomogeneous Poisson Processes Fit to One Or More Process Realizations written by Shalaka C. Deo and published by . This book was released on 2009 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Simulation is a technique of creating representations or models of real world systems or processes and conducting experiments to predict behavior of actual systems. Input modeling is a critical aspect of simulation modeling. Stochastic input models are used to model various aspects of the system under uncertainty including process times and interarrival times. This research focuses on input models for nonstationary arrival processes that can be represented as nonhomogeneous Poisson processes (NHPPs). In particular, a smooth flexible model for the mean-value function (or integrated rate function) of a general NHPP is estimated. To represent the mean-value function, the method utilizes a specially formulated polynomial that is constrained in least-squares estimation to be nondecreasing so the corresponding rate function is nonnegative and continuously differentiable. The degree of the polynomial is determined by applying a modified likelihood ratio test to a set of transformed arrival times resulting from a variance stabilizing transformation of the observed data. Given the degree of polynomial, final estimates of the polynomial coefficients are obtained from original arrival times using least-squares estimation. The method is extended to fit an NHPP model to multiple observed realizations of a process. In addition, the method is adapted to a multiresolution procedure that effectively models NHPPs with long term trend and cyclic behavior given multiple process realizations. An experimental performance evaluation is conducted to determine the capabilities and limitations of the NHPP fitting procedure for single and multiple realizations of test processes. The method is implemented in a Java-based programming environment along with a web interface that allows user to upload observed data, fit an NHPP, and generate realizations of the fitted NHPP for use in simulation experiments."--Abstract.
Download or read book Nonparametric Estimation of the Generating Function of the Intensity Function Process of a Doubly Stochastic Poisson Process written by Kuang-Hua Daphne Chou and published by . This book was released on 2002 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 2020-10-29 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
