Hello,
I am writing to inquire whether anybody has knowledge of information
regarding the following problem. I cannot find it discussed in any of the
books/articles that I possess and any info regarding the fundamental
properties and an appropriate random number generator for the resulting
distributions would be appreciated. I apologise if I have missed the boat
and this is a trivial query.
If a phenomenon behaves according to a poisson process, then the average
arrival rate is lamda (l) and the time between events (t) is exponentially
distributed. It seems to me that a relatively common occurrence might be
that one has a time period of observation during which no events occurred
and you would like to estimate, given this value as a minimum estimate for
(t), the most probable value for (l). I thought that the resulting set of
distribution functions might have their properties described in a book on
distributions or similar, but I cannot find this information.
Any help much appreciated
Chris Keylock
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