Estimation variances for Poisson processes of compact sets
Tomáš Mrkvička
Source: Adv. in Appl. Probab. Volume 33, Number 4
(2001), 765-772.
Abstract
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.
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Keywords: Complete statistic; intensity estimation; Poisson process; Rao-Blackwell theorem; segment process; sufficient statistic; Boolean model
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Links and Identifiers
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
Advances in Applied Probability
