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Estimating the intensity function of a power law process at the current time: time truncated case

 

作者: Steven E. Rigdon,   Asit P. Basu,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1990)
卷期: Volume 19, issue 3  

页码: 1079-1104

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812906

 

出版商: Marcel Dekker, Inc.

 

关键词: Weibull Poisson process;time truncation;efficiency;intensity function

 

数据来源: Taylor

 

摘要:

The power law process, a nonhomogeneous Poisson process with intensity function µ(t) = (β/θ)(t/θ) , is frequently used to model the occurence of events in time. Often, an important quantity is the value of the intensity function at the current time, that is, the time when data collection is ceased. In this article, the problem of estimating this quantity is addressed when the data are time truncated, that is, when data collection is stopped at a predetermined time T. The class of multiples of the conditional MLE is suggested, and some members are analyzed. In addition, the class of estimators formed by first performing a preliminary test of significance on the parameter β is analyzed. Expressions for the bias and MSE of these estimators are derived and evaluated for several values of the parameters

 

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