Far Eastern Mathematical Journal

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Ergodicity of statistical estimates of Poisson flow intensity


Tsitsiashvili G.Sh.

2019, issue 2, Ń. 256–260


Abstract
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.

Keywords:
ergodicity, Poisson flow, exponential distribution, mean failure time

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