About cookies on this site Our websites require some cookies to function properly (required). In addition, other cookies may be used with your consent to analyze site usage, improve the user experience and for advertising. For more information, please review your options. By visiting our website, you agree to our processing of information as described in IBM’sprivacy statement. To provide a smooth navigation, your cookie preferences will be shared across the IBM web domains listed here.
Publication
Biometrika
Paper
Simulation of nonhomogeneous poisson processes with log linear rate function
Abstract
SUMMARY: An efficient method for simulating a nonhomogeneous Poisson process with rate function λ(t) = exp(α0+α1t) is given. The method ia based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters; it avoids costly ordering and taking of logarithms required by direct simulation methods and is more efficient than time scale transformations of a homogeneous Poisson process. © 1976 Biometrika Trust.