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...

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Bibliographic Details
Main Authors: Ikhsan Maulidi, Mahyus Ihsan, Vina Apriliani
Format: Article
Language:Indonesian
Published: Universitas Islam Negeri Raden Intan Lampung 2020-09-01
Series:Desimal
Subjects:
Online Access:http://ejournal.radenintan.ac.id/index.php/desimal/article/view/6374
Description
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.
ISSN:2613-9073
2613-9081