Ergodicity of statistical estimates of Poisson flow intensity
G. Sh. Tsitsiashviliab
a Institute for Applied Mathematics, Far Eastern Branch, Russian Academy of Sciences, Vladivostok
b Far Eastern Federal University, Vladivostok
This paper raises the question of how to transform the observation procedure to replace a long series of observations by several short and, conversely, several short series by one long. This problem is solved to assess the intensity of the stationary Poisson flow and to estimate the average time of operation of technical systems for failure using the concept of ergodicity of the observation process.
ergodicity, Poisson flow, exponential distribution, mean failure time.
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MSC: Primary 62P10; Secondary 92B15
G. Sh. Tsitsiashvili, “Ergodicity of statistical estimates of Poisson flow intensity”, Dal'nevost. Mat. Zh., 19:2 (2019), 256–260
Citation in format AMSBIB
\paper Ergodicity of statistical estimates of Poisson flow intensity
\jour Dal'nevost. Mat. Zh.
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