EVALUASI NUMERIK PENDUGA FUNGSI NILAI HARAPAN DAN FUNGSI RAGAM PROSES POISSON MAJEMUK DENGAN INTENSITAS EKSPONENSIAL FUNGSI LINEAR

Abstract

Performances of estimators for the mean and variance functions of a compound Poisson process having intensity obtained as an exponential of linear function are investigated using Monte Carlo simulations. The intensity function of this process is assumed to be