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A class of non-identifiable stochastic models

Published online by Cambridge University Press:  14 July 2016

Violet R. Cane
Violet R. Cane*
Affiliation:
University of Manchester
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Abstract

If events occur in time according to a stochastic process then, under not very restrictive conditions, each realization will appear to come from a Poisson process with its own rate provided that the events in the realization occur at effectively random times. This result is related to de Finetti's theorem on exchangeable events. Particular applications are to the Pólya process describing accidents and the pure birth process.

Keywords

ACCIDENT PRONENESSDE FINETTIMIXED (COMPOUND) POISSON
Type
Research Papers
Information
Journal of Applied Probability , Volume 14 , Issue 3 , September 1977 , pp. 475 - 482
Copyright
Copyright © Applied Probability Trust 1977 

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References

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