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Past intensity of a terminated poisson process
Pollock, Stephen M.; Farrell, R. L.
Pollock, Stephen M.; Farrell, R. L.
1984-03
Citation:Pollock, S. M., Farrell, R. L. (1984/03)."Past intensity of a terminated poisson process." Operations Research Letters 2(6): 261-264. <http://hdl.handle.net/2027.42/24888>
Abstract: A previously published analysis of the past behavior of a terminated stochastic process (Maltz and Pollock, 1980) is flawed. We present a correct analysis, specifically for the past intensity of a Poisson process stopped when the number of events within the past w time units exceeds 2.
