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For questions about the theory or applications of the Poisson process, one of the most widely applied point processes in statistics and elsewhere.
5
votes
1
answer
495
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Expectation and confidence intervals of a Poisson process
A Poisson process has PDF
$$P(X=k)=\frac{e^{-\lambda t}(\lambda t)^k}{k!}$$
I'm trying to find an expression for:
$E[X | \lambda, t]$
Confidence intervals (i.e. find $\delta$ such that $P(\bar{x}- …
6
votes
1
answer
425
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Regression for poisson process in R
I have a series of samples of varying length, and the number of bugs created in those time samples. Reading the literature, this is often modeled as a Poisson process. If you write it like:
$$P(k,t)= …