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Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/18349

Title: A Matlab tool for Cox Processes with truncated Gaussian mean
Authors: Bouzas, Paula R.
Ruiz-Fuentes, Nuria
Issue Date: 4-Nov-2011
Abstract: The truncated Gaussian distribution rises in many practical situations, the aim of this paper is to give some tools to solve common tasks within this kind of random variables. A modified maximum likelihood estimation of the parameters of the distribution from an observed data set is given, we also implement a goodness-of- t test for a theoretical truncated Gaussian distribution. Finally, if we assume that the mean of a Cox process at each instant of time is distributed as a truncated Gaussian distribution, we give the most probable value of the process at a given time point.
Sponsorship: FQM347, MTM2010-20502
Keywords: Doubly stochastic Poisson process
Cox process
Truncated Gaussian distribution
Goodness-of-fit test
Modified maximum likelihood estimation
URI: http://hdl.handle.net/10481/18349
Rights : Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License
Appears in Collections:FQM307 - Artículos

Files in This Item:

File Description SizeFormat
CpTruncNorm.mMATLAB file 32.94 kBMATLAB R2008a/7.6View/Open
TruncNorm.pdfMain paper97.35 kBAdobe PDFView/Open
TruncNormKS.mMATLAB file 23.24 kBMATLAB R2008a/7.6View/Open
TruncNormMMLE.mMATLAB file 14.17 kBMATLAB R2008a/7.6View/Open
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