Bayes' Estimation of the Number of Component Processes of a Superimposed Process

Abstract
We consider Bayes' estimation of the number of independent homogeneous Poisson processes of a superimposed process with unknown rates. The estimation of the total rate of the undetected processes is also considered. Exact posterior distributions are obtained. Monotonicity and asymptotic properties of the Bayes' estimator are also discussed.

This publication has 7 references indexed in Scilit: