# Tagged Questions

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### birth-death process

This is from notes I have 2 questions: why $\lambda h$ or $\mu h$ is the probabiity of one unit change? And let's say the birth rate is 1 per min, and the h is 2 mins, obviously there are two ...
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### Conditional distribution (on N) of arrival times in a nonhomogenous poisson process

Conditional on $N(t)$, given some $\lambda(t)$ characterizing some Nonhomogenous poisson point process, the distribution of an arrival time $t_i$ is $\lambda(t_i)/\int_{A}\lambda\left(t\right)dt$ ...
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### Probability Distribution for Inter-arrival Time

I'm trying to build a simulation for a quality control process, where quality analysts inspect the product and report faults if they found any. I have a dataset of this bug reports, so I'm trying to ...
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### how to incorperate two independent variable into function rexp in R?

A simple electronic device consists of two components which have failure times which may be modeled as independent exponential random variables. The first component has a mean time to failure of 3 ...
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### About Garman's inventory model

In Garman's inventory model (http://www.sciencedirect.com/science/article/pii/0304405X76900064), buying order and selling order are Poisson processes with order size = 1. Buying price and selling ...
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### Is it possible to derive a relation between parameters in Poisson process representation of extremes and parameters in GPD model?

I want to derive the theoretical relation between the parameters in a point process model for extremes and the parameters in the GPD model for extremes. I'm following Coles - An introduction to ...
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### Modeling Arrivals With a Time Limit

I have some data (sample here): ...
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### Problem on Poisson Process

I am doing some problems related with the Poisson Process and i have a doubt on one of them. The problem is stated as follows: A doctor works in an emergency room. The emergencies arrive according a ...
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### Pmf of compound Poisson process

Can I obtain an analytic expression for pmf of compound Poisson process? $Y_t = \sum \limits_{i=1}^{Xt} D_i$ where $X_t$ ~ Poisson($\lambda$) and $D$ ~ Geometric($\rho$)
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### Poisson vs. Gaussian in Geomagnetic Data

I've been studying geomagnetic signals using a threshold approach to detect pulse events in the data. The question here is what is the significance of the crossover of stddev and mean as the ...
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### Alternatives to a one-dimensional Poisson process [closed]

Say I have "arrival" times in what may or may not be a Poisson process. I can think of at least three ways in which it can deviate from a Poisson process: Clumping. One arrival is likely to be near ...
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### Help me out with real-life Gamma distributions

I'm working with some data relating to maintenance and parts failures. I've got a pure math background with only a little bit of probability, and I'm currently learning by doing. I've got a list of ...
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### Understanding Poisson Point Process [closed]

Could someone explain the Poisson Point Process? Is it simply an Integration over a Poisson Process for higher dimensions? If so, how do you derive the function, say in two-dimensional space, and 3-...