Bart van MerriĆ«nboer edited Approach.tex  over 10 years ago

Commit id: 4af03e8d517bf688a00cd789dc89ee735fb7c806

deletions | additions      

       

\[  \widehat{\lambda} = \frac{1}{n}\sum_{i=1}^n k_i.  \] Perhaps it is a good idea to use maximum likelihood estimation to fit the estimates from the 4 (or 3, if we want a hold-out set) to a normal distribution $\lambda\sim\mathcal{N}\left(a,b\right)$ so that we can get a confidence interval for the value of $\lambda$ at each time of day. There are also papers out there which talk about more advanced methods of fitting an inhomogeneous Poisson process. This one has a nice overview: http://www.orsj.or.jp/~archive/pdf/e_mag/Vol.42_4_471.pdf