Bayesian statistical inference for a nonhomogeneous negative binomial process
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The Bayesian estimation of expected number of arrivals m(t) over a fixed time interval (0,t] for a generalization of Pólya's pure birth process [cf. \textit{C. Ferreri}, ibid. 41, No.1-2, 11-27 (1983; Zbl 0526.60036)] is considered. \(\theta_ i=m(t_ i)-m(t_{i-1})\), \(i=2,...,n\) is assigned a joint natural conjugate (inverted Dirichlet) prior and the posterior distribution based on the number of arrivals in \((t_{i-1},t_ i]\), \(i=2,...,n\), is derived.
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