An Estimation Problem with Poisson Processes.
Abstract
This paper considers an estimation problem involving n independent Poisson processes such that the i-th process has intensity function lambda (intensity)(t) = delta (intensity) p(t; alpha). It is of interest to estimate p(t; alpha). Two estimation procedures are developed, one using the exact arrival times of observations, the second using categorical arrival times of observations. Two specific instances of p(t), an exponential and a bilinear form are investigated further. An example applying the methodology to the active life of a judicial opinion is described. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 20, 1982
- Accession Number
- ADA115346
Entities
People
- Alan E. Gelfand
Organizations
- Stanford University