The Numerical Simulation for Asymptotic Normality of the Intensity Obtained as a Product of a Periodic Function with the Power Trend Function of a Nonhomogeneous Poisson Process
| Autor: | Mahyus Ihsan, Vina Apriliani, Ikhsan Maulidi |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
T57-57.97
Applied mathematics. Quantitative methods Computer simulation Asymptotic distribution Estimator asymptotic normality Periodic function Kernel (statistics) Convergence (routing) QA1-939 Applied mathematics Power function poisson process power trend function Mathematics Intensity (heat transfer) intensity function |
| Zdroj: | Desimal, Vol 3, Iss 3, Pp 271-278 (2020) |
| ISSN: | 2613-9081 2613-9073 |
| DOI: | 10.24042/djm.v3i3.6374 |
| Popis: | In this article, we provided a numerical simulation for asymptotic normality of a kernel type estimator for the intensity obtained as a product of a periodic function with the power trend function of a nonhomogeneous Poisson Process. The aim of this simulation is to observe how convergence the variance and bias of the estimator. The simulation shows that the larger the value of power function in intensity function, it is required the length of the observation interval to obtain the convergent of the estimator. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|