The Confidence Interval of the Estimator of the Periodic Intensity Function in the Presence of Power Function Trend on the Nonhomogeneous Poisson Process

Ikhsan Maulidi, Bonno Andri Wibowo, Nina Valentika, Muhammad Syazali, Vina Apriliani

Abstract


The nonhomogeneous Poisson process is one of the most widely applied stochastic processes. In this article, we provide a confidence interval of the intensity estimator in the presence of a periodic multiplied by trend power function. This estimator's confidence interval is an application of the formulation of the estimator asymptotic distribution that has been given in previous studies. In addition, constructive proof of the convergent in probability has been provided for all power functions.


Keywords


asymptotic distribution; confident interval; intensity function; Poisson process.

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DOI: https://doi.org/10.18860/ca.v7i1.12848

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