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

Published online by Cambridge University Press:  27 July 2009

Olga S. Yoshida ,
José G. Leite  and
Heleno Bolfarine
Olga S. Yoshida
Affiliation:
Departamento de Estatistica – IME, Universidade de Sāo Paulo, Caixa Postal 20570–CEP 05389-970 São Paulo, Brazil
José G. Leite
Affiliation:
Departamento de Estatistica – IME, Universidade de Sāo Paulo, Caixa Postal 20570–CEP 05389-970 São Paulo, Brazil
Heleno Bolfarine
Affiliation:
Departamento de Estatistica – IME, Universidade de Sāo Paulo, Caixa Postal 20570–CEP 05389-970 São Paulo, Brazil
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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.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 10 , Issue 3 , July 1996 , pp. 443 - 461
Copyright
Copyright © Cambridge University Press 1996

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