ON MAXIMUM-LIKELIHOOD-ESTIMATION FOR A GENERAL NONHOMOGENEOUS POISSON-PROCESS

Non-homogeneous Poisson processes (NHPPs) have been widely used in the study of software reliability. The statistical analysis for NHPPs is of interest to both theoreticians and practitioners. In this paper, ma ximum likelihood estimation under time-truncated sampling is studied f or parametric NHPP software reliability models with bounded mean value functions. It is shown that the maximum likelihood estimators need no t be consistent or asymptotically normal. The asymptotic distribution is derived for a specific NHPP model.