On Maximum Likelihood Estimation for a General Non-homogeneous Poisson Process

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)597-607
Journal / PublicationScandinavian Journal of Statistics
Volume23
Issue number4
Publication statusPublished - Dec 1996
Externally publishedYes

Link(s)

Check@CityULib
Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-0030518399&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(beeaf66a-d0b9-4718-a716-98ca38d2d6b0).html

Abstract

Non-homogeneous Poisson processes (INHPPs) 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.

Research Area(s)

  • Asymptotic distribution, Maximum likelihood estimation, Non-homogeneous Poisson process, Software reliability, Time-truncated sampling

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Citation Format(s)

[ RIS ] [ BibTeX ]
On Maximum Likelihood Estimation for a General Non-homogeneous Poisson Process. / Zhao, M.; Xie, M.
In: Scandinavian Journal of Statistics, Vol. 23, No. 4, 12.1996, p. 597-607.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review