Optimization of the normalizing transformation of a Poisson process for the estimation of a confidence interval of a nonrandom deviation

DOI10.1007/BF02102131MaRDI QIDQ1311084zbMATH OpenFDO

Authors B. V. Bakharev, A. È. Kovalev

Publication date 8 February 1994

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02102131

zbMATH Keywords

kurtosisPoisson process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05)

Review text

There exists an unique ordered set of coefficients creating the transformation of the Poisson process, that the asymmetry of this transformation is asymptotically zero. The transformation depends also on the mean value of the Poisson process, which is known or one can estimate it. This normalizing transformation decreases the kurtosis roughly three times, changing its sign.

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Cited in

(1)

• Normalizing transformations for dead-time-modified Poisson counting distributions

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