[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2002.9.3.825

Posterior Consistency of Bayesian Inference of Poisson Processes

Kim, Yongdai (Department of Statistics, Ewha Womans University)

Publication Information

Communications for Statistical Applications and Methods / v.9, no.3, 2002 , pp. 825-834 More about this Journal

Abstract

Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

Keywords

Poisson process; Levy process; posterior consistency;

Citations & Related Records

Reference

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