On maximum likelihood estimation for a general non-homogeneous Poisson process

被引：0
|
作者：
Zhao, M [1 ]
Xie, M [1 ]
机构：
[1] NATL UNIV SINGAPORE, SINGAPORE 117548, SINGAPORE
来源：
SCANDINAVIAN JOURNAL OF STATISTICS | 1996年 / 23卷 / 04期
关键词：
asymptotic distribution; maximum likelihood estimation; non-homogeneous Poisson process; time-truncated sampling; software reliability;
D O I：
暂无
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：
Non-homogeneous Poisson processes (NHPPs) have been widely used in the study of software reliability. The statistical analysis for NHPPs is of interest to both theoreticians and practitioners. In this paper, maximum likelihood estimation under time-truncated sampling is studied for parametric NHPP software reliability models with bounded mean value functions. It is shown that the maximum likelihood estimators need not be consistent or asymptotically normal. The asymptotic distribution is derived for a specific NHPP model.
引用
收藏
页码：597 / 607
页数：11
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