Continuous-time estimation of A change-point in a poisson process
- 1 March 1997
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 56 (4) , 293-302
- https://doi.org/10.1080/00949659708811795
Abstract
A maximum likelihood point estimate and a Bayesian-based interval estimator are derived for a change-point, τϵ(O, T), in a Poisson process. The procedures areevaluated through simulation studies and application to the British coal-mining disaster data. The procedures are freely available for use over the World Wide Web at www.stat sc. edu/rsrch/gasp/.Keywords
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