The Numerical Simulation for Asymptotic Normality of the Intensity Obtained as a Product of a Periodic Function with the Power Trend Function of a Nonhomogeneous Poisson Process
In this article, we provided a numerical simulation for asymptotic normality of a kernel type estimator for the intensity obtained as a product of a periodic function with the power trend function of a nonhomogeneous Poisson Process. The aim of this simulation is to observe how convergence the varia...
Main Authors: | , , |
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Format: | Article |
Language: | Indonesian |
Published: |
Universitas Islam Negeri Raden Intan Lampung
2020-09-01
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Series: | Desimal |
Subjects: | |
Online Access: | http://ejournal.radenintan.ac.id/index.php/desimal/article/view/6374 |
Summary: | In this article, we provided a numerical simulation for asymptotic normality of a kernel type estimator for the intensity obtained as a product of a periodic function with the power trend function of a nonhomogeneous Poisson Process. The aim of this simulation is to observe how convergence the variance and bias of the estimator. The simulation shows that the larger the value of power function in intensity function, it is required the length of the observation interval to obtain the convergent of the estimator. |
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ISSN: | 2613-9073 2613-9081 |