Multiple regression analysis of a Poisson process.

Dale Weldeau Jorgenson

Expert InsightsPublished 1960

A discussion of some areas of application for multiple regression analysis of a Poisson process by estimating the relative stress of operating regimes and by predicting failures given elapsed time under several regimes of stress. This paper examines maximum likelihood, least squares, and weighted least-squares estimators for parameters of a Poisson process characterized by more than one operating environment. The author examines known results on simple regression analysis of a Poisson process, estimators and computational methods for multiple regression, large sample properties of these estimators, and a numerical example illustrating the application of each of the estimators to failure data. Elapsed time is also reinterpreted to take into account "on-off" and "burn-in" stress. (Published in the Journal of the American Statistical Association, June 1961.)

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Jorgenson, Dale Weldeau, Multiple regression analysis of a Poisson process. Santa Monica, CA: RAND Corporation, 1960. https://www.rand.org/pubs/papers/P1852.html.
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