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

页码：1467 / 1478

页数：12

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