Periodic Poisson Processes and Almost-lack-of-memory Distributions

被引：0
作者：
B. N. Dimitrov
V. V. Rykov
Z. L. Krougly
机构：
[1] Kettering University,
[2] Gubkin State University of Oil and Gas,undefined
[3] University of Western Ontario,undefined
来源：
Automation and Remote Control | 2004年 / 65卷
关键词：
Mechanical Engineer; Parameter Estimation; Monte Carlo Method; Likelihood Ratio; System Theory;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Certain characterization properties of time-varying periodic Poisson flows are studied in terms of almost-lack-of-memory (ALM) distributions. Parameter estimation formulas are derived. A method for verifying the hypothesis on the membership of a sample to the class of ALM-distributions is developed. Algorithms for computing critical levels and power of the likelihood ratio test by the Monte Carlo method are designed.
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页码：1597 / 1610
页数：13
相关论文
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  • [2] Dimitrov B.(1992)A Class of New Probability Distributions for Modeling Environmental Evolution with Periodic Behavior Environmetrics 3 447-464
  • [3] Khalil Z.(1993)On Distributions having the "Almost Lack of Memory Property" J. Appl. Probability 29 691-698
  • [4] Dimitrov B.(1993)A Statistical Study of Periodic Environmental Processes Perth 1 169-174
  • [5] Khalil Z.(1997)Distributions in Periodic Random Environment and Their Applications SIAM J. Appl. Math. 57 501-517
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  • [7] Dimitrov B.(undefined)undefined undefined undefined undefined-undefined
  • [8] Dimitrov B.(undefined)undefined undefined undefined undefined-undefined
  • [9] Khalil Z.(undefined)undefined undefined undefined undefined-undefined
  • [10] Le Normand L.(undefined)undefined undefined undefined undefined-undefined
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