We consider the problem of estimating the probability density parameters of the interval duration values between adjacent moments of occurrence of events in correlated synchronous generalized doubly stochastic event flow of the second order under conditions of its complete observability. The explicit form of parameter estimates is found by the method of moments and the quality of estimates within the selected criteria is established through the work of the flow simulation model. Finally, numerical results of statistical experiments obtained using computational analytical formulas and simulation modeling are given.
Estimation of the Probability Density Parameters of the Interval Duration Between Events in Correlated Synchronous Generalized Flow of the Second Order
Pagano M.;
2019-01-01
Abstract
We consider the problem of estimating the probability density parameters of the interval duration values between adjacent moments of occurrence of events in correlated synchronous generalized doubly stochastic event flow of the second order under conditions of its complete observability. The explicit form of parameter estimates is found by the method of moments and the quality of estimates within the selected criteria is established through the work of the flow simulation model. Finally, numerical results of statistical experiments obtained using computational analytical formulas and simulation modeling are given.File in questo prodotto:
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