Dependent Neyman type A Processes Based on Common Shock Poisson Approach

ÖZEL KADILAR G., KADILAR C.

International Conference on Advances in Natural and Applied Sciences (ICANAS), Antalya, Türkiye, 21 - 23 Nisan 2016, cilt.1726 identifier identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Cilt numarası: 1726
  • Doi Numarası: 10.1063/1.4945897
  • Basıldığı Şehir: Antalya
  • Basıldığı Ülke: Türkiye
  • Hacettepe Üniversitesi Adresli: Evet

Özet

The Neyman type A process is used for describing clustered data since the Poisson process is insufficient for clustering of events. In a multivariate setting, there may be dependencies between multivarite Neyman type A processes. In this study, dependent form of the Neyman type A process is considered under common shock approach. Then, the joint probability function are derived for the dependent Neyman type A Poisson processes. Then, an application based on forest fires in Turkey are given. The results show that the joint probability function of the dependent Neyman type A processes, which is obtained in this study, can be a good tool for the probabilistic fitness for the total number of burned trees in Turkey.