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Title: | Asymptotic Distribution of an Estimator for Periodic Component of an Intensity Function as a Product of a Periodic Function with a Linear Trend of a Non-Homogeneous Poisson Process. Sebaran Asimtotik Penduga Komponen Periodik Fungsi Intensitas Berbentuk Perkalian Fungsi Periodik dengan Tren Linear dari Suatu Proses Poisson Non-Homogen. |
Authors: | Mangku, I Wayan Siswandi Yuliawati, Lia |
Keywords: | periodic Poisson process linear trend kernel function |
Issue Date: | 2011 |
Publisher: | IPB (Bogor Agricultural University) |
Abstract: | In this thesis, estimation for periodic component of an intensity function as a product of a periodic function with a linear trend of a non-homogeneous Poisson process by using general kernel is discussed. It is considered the worst case, where there is only available a single realization of the Poisson process having intensity in the form of a periodic function multiplied by a linear trend, observed in an interval [0,n]. It is assumed that the period of the periodic component is known. An estimator has been constructed for the periodic component of the intensity function as a product of a periodic function with a linear trend of a Poisson process. Statistical properties of this estimator are also formulated. Finally, asymptotic normality of the estimator is also given. Proses stokastik mempunyai peranan penting dalam berbagai bidang pada kehidupan sehari-hari. Sebagai contoh, proses kedatangan pelanggan pada suatu pusat pelayanan dapat dijelaskan dengan proses stokastik. Proses stokastik dibedakan menjadi dua yaitu proses stokastik dengan waktu diskret dan proses stokastik dengan waktu kontinu. Salah satu bentuk khusus dari proses stokastik dengan waktu kontinu adalah proses Poisson periodik. Proses Poisson periodik adalah suatu proses Poisson dengan fungsi intensitas berupa fungsi periodik. |
URI: | http://repository.ipb.ac.id/handle/123456789/56627 |
Appears in Collections: | MT - Mathematics and Natural Science |
Files in This Item:
File | Description | Size | Format | |
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2011lyu.pdf Restricted Access | Full Text | 568.09 kB | Adobe PDF | View/Open |
ABSTRACT.pdf Restricted Access | Abstract | 363.16 kB | Adobe PDF | View/Open |
BAB I PENDAHULUAN.pdf Restricted Access | BAB I | 307.11 kB | Adobe PDF | View/Open |
BAB II TINJAUAN PUSTAKA.pdf Restricted Access | BAB II | 351.6 kB | Adobe PDF | View/Open |
BAB III REVIEW SIFAT-SIFAT STATISTIK PENDUGA KOMPONEN PERIODIK.pdf Restricted Access | BAB III | 387.67 kB | Adobe PDF | View/Open |
BAB IV SEBARAN ASIMTOTIK PENDUGA KOMPONEN PERIODIK.pdf Restricted Access | BAB IV | 418.14 kB | Adobe PDF | View/Open |
BAB V KESIMPULAN.pdf Restricted Access | BAB V | 340.92 kB | Adobe PDF | View/Open |
COVER.pdf Restricted Access | Cover | 302.3 kB | Adobe PDF | View/Open |
DAFTAR PUSTAKA.pdf Restricted Access | Daftar Pustaka | 308.98 kB | Adobe PDF | View/Open |
LAMPIRAN.pdf Restricted Access | Lampiran | 376.64 kB | Adobe PDF | View/Open |
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