A Matlab tool for Cox Processes with truncated Gaussian mean
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Doubly stochastic Poisson processCox processTruncated Gaussian distributionGoodness-of-fit testModified maximum likelihood estimation
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.