Bayesian statistical inference for a nonhomogeneous negative binomial process (Q791259)
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scientific article; zbMATH DE number 3850326
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| English | Bayesian statistical inference for a nonhomogeneous negative binomial process |
scientific article; zbMATH DE number 3850326 |
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Bayesian statistical inference for a nonhomogeneous negative binomial process (English)
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1983
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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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nonhomogeneous negative binomial process
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inverted Dirichlet prior
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joint natural conjugate prior
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generalization of Polya pure birth process. Regaini, Eugeni
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estimation of expected number of arrivals
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posterior distribution
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0.7834662795066833
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0.7825142741203308
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0.7771701216697693
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0.7698362469673157
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