Past intensity of a terminated poisson process

Pollock, Stephen M.; Farrell, R. L.

Past intensity of a terminated poisson process

Pollock, Stephen M.; Farrell, R. L.

1984-03

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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.

Publisher

Elsevier

Other DOIs

http://dx.doi.org/10.1016/0167-6377(84)90075-0

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Article

Handle

https://hdl.handle.net/2027.42/24888

URI

http://www.sciencedirect.com/science/article/B6V8M-48MPVDY-T/2/0e443aef67ae2a7cfd38e7839a42148b

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