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Mixed Cox processes, with an application to accident statistics

Published online by Cambridge University Press:  14 July 2016

Abstract

A doubly stochastic switching model previously used by the author to check against doubly stochastic ‘white-noise' models is generalized in the case of Poisson processes to any distribution of fluctuating intensity rates. The resulting Cox process is used in place of a simple Poisson process as the basis of a mixed model, which is then fitted to some data on automobile accidents previously analysed by Seal (1980) in terms of a mixed Poisson process. It is shown that there is just significant evidence in favour of some additional heterogeneity ‘within' each year for individual drivers; the nature of the data analysed (yearly time intervals) does not, however, allow discrimination between heterogeneity which is definitely attributable to a common fluctuating environment, and that which is in effect independent for each driver.

Type
Part 6—Allied Stochastic Processes
Copyright
Copyright © 1986 Applied Probability Trust 

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References

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