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Estimation variances for Poisson processes of compact sets
Published online by Cambridge University Press: 01 July 2016
Abstract
A complete and sufficient statistic is found for various stationary Poisson processes of compact sets with known primary grain. In the particular case of a segment process, the uniformly best unbiased estimator for the length density is the number of segments hitting the sampling window divided by a certain constant and multiplied by the mean segment length.
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- Stochastic Geometry and Statistical Applications
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- Copyright © Applied Probability Trust 2001
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