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On the estimation problem in the analysis of the time-dependent poisson process

 

作者: Shinichiro Yokoyama,   Norihiko Miyawaki,   Heihachi Sakamoto,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1993）
卷期: Volume 22, issue 2  

页码: 591-614

 

ISSN:0361-0918

 

年代: 1993

 

DOI:10.1080/03610919308813110

 

出版商: Marcel Dekker, Inc.

 

关键词: Cramer-Rao lower bound;hypothesis testing;maximum likelihood estimator;normal approximation;time-dependent;Poisson process;truncated exponential distribution

 

数据来源: Taylor

 

摘要:

The time-dependent Poisson process with the intensity function A (t) = eα+βtwas considered by Cox and Lewis (1966) systematically,where they discussed the statistical test of the hypothesis β= 0. In this paper, the estimation and the hypothesis testing problems of the population parameters are considered. Especially we focus on the exact-hite properties of the maximum likelihood estimator (MLE) of β.

 

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