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On estimating the total rate of the unobserved processes

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  • Nayak, Tapan K.

Abstract

We consider a superposition of an unknown number of independent homogeneous Poisson processes in which the source of each event can be identified. After observing the system for a fixed time t, the total rate, U(t), of the unobserved processes is to be estimated. We prove that a uniformly minimum mean squared error estimate of U(t) does not exist and all unbiased estimators of U(t) are negatively correlated with U(t) and derive the minimum mean squared error estimator among all unbiased estimators.

Suggested Citation

  • Nayak, Tapan K., 1993. "On estimating the total rate of the unobserved processes," Statistics & Probability Letters, Elsevier, vol. 17(5), pages 351-354, August.
    • Handle: RePEc:eee:stapro:v:17:y:1993:i:5:p:351-354
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