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:	Ikhsan Maulidi, Mahyus Ihsan, Vina Apriliani
Jazyk:	indonéština
Rok vydání:	2020
Předmět:	poisson process intensity function power trend function asymptotic normality. Applied mathematics. Quantitative methods T57-57.97 Mathematics QA1-939
Zdroj:	Desimal, Vol 3, Iss 3, Pp 271-278 (2020)
Druh dokumentu:	article
ISSN:	2613-9073 2613-9081
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:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/1769bd5574144eb3ad91c2072e63bf72 Zobrazit plný text záznamu View record in DOAJ