Title :
Weighted Least Square Estimate Method for Parameters of a Nonhomogeneous Poisson Process with Grouped Data
Author :
Ao Liang ; Wang Qihua
Author_Institution :
China Aero-Polytechnology Establ., Beijing, China
Abstract :
A weighted least square estimate method for parameters of a nonhomogeneous Poisson process with grouped data is established in this paper, the estimators are proved to be asymptotic unbiased using Gauss-Markov theorem, and the confidence limits of the parameters are obtained based on it.
Keywords :
Gaussian processes; Markov processes; least squares approximations; maximum likelihood estimation; reliability theory; Gauss-Markov theorem; grouped data; nonhomogeneous Poisson process; weighted least square estimate method; Data models; Equations; Estimation; Least squares approximation; Mathematical model; Reliability theory; grouped data; nonhomogeneous Poisson process; weighted least square;
Conference_Titel :
System Science, Engineering Design and Manufacturing Informatization (ICSEM), 2010 International Conference on
Conference_Location :
Yichang
Print_ISBN :
978-1-4244-8664-9
DOI :
10.1109/ICSEM.2010.117
