Blar i Institutt for matematiske fag på forfatter "Rannestad, Bjarte"
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Exact Statistical Inference in Nonhomogeneous Poisson Processes, based on Simulation
Rannestad, Bjarte (Master thesis, 2007)We present a general approach for Monte Carlo computation of conditional expectations of the form E[(T)|S = s] given a sufficient statistic S. The idea of the method was first introduced by Lillegård and Engen [4], and has ...