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Estimation of moments of a Poisson-sampled random process

1977; Institute of Physics; Volume: 10; Issue: 4 Linguagem: Inglês

10.1088/0305-4470/10/4/010

1361-6447

Q. Isa Daudpota, G. Dowrick, Clive Greated,

Advanced Measurement and Metrology Techniques

Unbiased consistent estimators of the mean and variance of a correlated sequence (x(tk)), k=1, 2,..., n, are derived. The sequence is obtained by Poisson sampling a random process x(t) with a known covariance function. The variances of the estimators are obtained. Finally, the application of the results to laser anemometry is discussed.