BAYES ESTIMATION OF THE NUMBER OF COMPONENT PROCESSES OF A SUPERIMPOSED PROCESS

Authors
YOSHIDA OS LEITE JG BOLFARINE H
Citation
Os. Yoshida et al., BAYES ESTIMATION OF THE NUMBER OF COMPONENT PROCESSES OF A SUPERIMPOSED PROCESS, Probability in the engineering and informational sciences, 10(3), 1996, pp. 443-461
Citations number
7
Categorie Soggetti
Operatione Research & Management Science","Engineering, Industrial","Statistic & Probability","Operatione Research & Management Science
Journal title
Probability in the engineering and informational sciences → ACNP
ISSN journal
02699648
Volume
10
Issue
3
Year of publication
1996
Pages
443 - 461
Database
ISI
SICI code
0269-9648(1996)10:3<443:BEOTNO>2.0.ZU;2-4
Abstract
We consider Bayes' estimation of the number of independent homogeneous Poisson processes of a superimposed process with unknown rates. The e stimation of the total rate of the undetected processes is also consid ered. Exact posterior distributions are obtained. Monotonicity and asy mptotic properties of the Bayes' estimator are also discussed.