期刊
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
卷 90, 期 17, 页码 3250-3259出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00949655.2020.1800707
关键词
Homogeneous Poisson process; non-homogeneous Poisson process; conditional arrival epochs; expected value; bounded period
资金
- CONACYT through PNPC scholarship
In this paper, we derive analytical expressions of the expected value of the arrival epochs given a bounded period of observation for the homogeneous Poisson process (HPP) and for the general case of a non-homogeneous Poisson process (NHPP). These expressions are exact, but their applicability require some computational adaptations. We illustrate the results obtained through the proposed expression by comparing them with Monte Carlo sampling. The results show that these expressions outperform Monte Carlo in precision and computational effort.
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