Consider an inhomogeneous Poisson process X on [0; T ] whose unknown intensity function 'switches' from a lower function g \* to an upper function h \* at some unknown point # \* . Here, # \* is a random variable. What is known are continuous bounding functions g and h such that g \* (t) 6 g(t) ยก h(
โฆ LIBER โฆ
Bayesian Analysis of a Poisson Process with a Change-Point
โ Scribed by A. E. Raftery and V. E. Akman
- Book ID
- 118051451
- Publisher
- Oxford University Press
- Year
- 1986
- Tongue
- English
- Weight
- 571 KB
- Volume
- 73
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2336274
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