Estimation variances for Poisson processes of compact sets
A complete and sufficient statistic is found for various stationary Poisson processes of compact sets with known primary grain. In the particular case of a segment process, the uniformly best unbiased estimator for the length density is the number of segments hitting the sampling window divided by a certain constant and multiplied by the mean segment length.
Permanent link to this document: http://projecteuclid.org/euclid.aap/1011994028
Digital Object Identifier: doi:10.1239/aap/1011994028
Mathematical Reviews number (MathSciNet): MR1875778
Zentralblatt MATH identifier: 1004.62002