A Matlab tool for Cox Processes with truncated Gaussian mean
Paula R. Bouzas, Nuria Ruiz-Fuentes · Institutional Repository of the University of Granada (University of Granada) · 2011
The truncated Gaussian distribution rises in many practical situations, the aim of this paper is to give some tools to solve common tasks within this kind of random variables. A modified maximum likelihood estimation of the parameters of the distribution from an observed data set is given, we also implement a goodness-of- t test for a theoretical truncated Gaussian distribution. Finally, if we assume that the mean of a Cox process at each instant of time is distributed as a truncated Gaussian distribution, we give the most probable value of the process at a given time point.