© 1975 by Biometrika Trust
A note on empirical Bayes inference in a finite Poisson process
Department of Mathematics, Imperial College London
A Poisson process of events is considered which terminates after a random time. Termination is not direotly observable but has to be inferred from the nonoccurrence of events. The analysis of data from such processes is considered with particular emphasis on empirical Bayes methods, it being supposed that data on many similar processes are available. An application to inventory control is outlined.
Key Words: Empirical Bayes Inventory control Point process Poisson process Prediction