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A Matlab tool for Cox Processes with truncated Gaussian mean
dc.contributor.author | Bouzas, Paula R. | |
dc.contributor.author | Ruiz-Fuentes, Nuria | |
dc.date.accessioned | 2011-11-04T12:40:05Z | |
dc.date.available | 2011-11-04T12:40:05Z | |
dc.date.issued | 2011-11-04 | |
dc.identifier.uri | http://hdl.handle.net/10481/18349 | |
dc.description.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. | en_US |
dc.description.sponsorship | FQM347, MTM2010-20502 | en_US |
dc.language.iso | eng | en_US |
dc.rights | Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/3.0/ | |
dc.subject | Doubly stochastic Poisson process | en_US |
dc.subject | Cox process | en_US |
dc.subject | Truncated Gaussian distribution | en_US |
dc.subject | Goodness-of-fit test | en_US |
dc.subject | Modified maximum likelihood estimation | en_US |
dc.title | A Matlab tool for Cox Processes with truncated Gaussian mean | en_US |
dc.type | journal article | en_US |
dc.rights.accessRights | open access | en_US |