Função de Intensidade Poisson Perturbada pelo Número de Eventos Recorrentes
DOI:
https://doi.org/10.5540/tema.2013.014.03.0429Abstract
Neste trabalho modela-se a função de intensidade de um processo de Poisson considerando o tempo e o total de recorrências, condicionados ao momento anterior. Adotamos um componente para o processo de Poisson e o outro para o número total de eventos ocorridos nesta mesma unidade. Estudos de simulação e testes de hipóteses empíricos da significância dos parâmetros no modelo foram realizados. A significância dos testes de hipótese de \emph{Wald} e de razão de verossimilhança foi aproximadamente $10\%$ para mais de 50 ocorrências. Um conjunto de dados com tempos de recorrência na aquisição de cosméticos foi modelado adequadamente, tendo parâmetros significativos e valores estimados próximos dos valores observados, justificando a utilização do modelo proposto para tempos e números de recorrências em uma unidade amostral.References
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