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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 views

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}- …
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  • 2,608
6 votes
1 answer
425 views

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)= …
Xodarap's user avatar
  • 2,608