Bayesian analysis for the superposition of two dependent nonhomogeneous Poisson processes

被引：2
|
作者：
Rodrigues, J [1 ]
Cid, JER [1 ]
Achcar, JA [1 ]
机构：
[1] Univ Fed Sao Carlos, Dept Estatist, BR-77843314 Sao Carlos, SP, Brazil
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2002年 / 31卷 / 09期
关键词：
augmentation data algorithm; bivariate Poisson distribution;
D O I：
10.1081/STA-120013005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A Bayesian analysis for the superposition of two dependent nonhomogenous Poisson processes is studied by means of a bivariate Poisson distribution. This particular distribution presents a new likelihood function which takes into account the correlation between the two nonhomogenous Poisson processes. A numerical example using Markov Chain Monte Carlo method with data augmentation is considered.
引用
收藏
页码：1467 / 1478
页数：12
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