Proceedings of the 1st International Multidisciplinary Conference on Education, Technology, and Engineering (IMCETE 2019)

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Algorithm for Generating Compound Poisson Process Which has Nonhomogeneous Poisson process and Exponential Distribution Components

Authors
Syarif Abdullah, Sidik Susilo, I Wayan Mangku, Fajri Ikhsan, Shofiatul Ula, Yazid Rukmayadi
Corresponding Author
Syarif Abdullah
Available Online 6 March 2020.
DOI
10.2991/assehr.k.200303.059How to use a DOI?
Keywords
algorithm, Compound Poisson Process (CPP), exponential distribution, Nonhomogeneous Poisson Process (NHPP), Thinning process
Abstract

Compound Poisson process (CPP) is one of the models of stochastic processes in which this model can model a real phenomenon that has an element of uncertainty in the process. CPP has two main components, those is a Poisson process on the component of the poses of an event that occurs and a sequence component of the magnitude as a result of the process of events that occur. This research aims to develop an algorithm to generate random numbers from CPP with a component in the Poisson process in the form of a nonhomogeneous Poisson process (NHPP) and a component in the magnitude of the effect in the form of an exponential distribution (CPP-NHPP-ED). The method used is using the acceptance and rejection method in the form of Thinning process techniques. The results of the study obtained several algorithms, namely the algorithm for CPP-HPP-ED, CPP-NHPP-ED type 1, and CPP-NHPP-ED type 2. These algorithms can be used for computer simulation analysis that can be applied to various fields of science and engineering.

Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 1st International Multidisciplinary Conference on Education, Technology, and Engineering (IMCETE 2019)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
6 March 2020
ISBN
10.2991/assehr.k.200303.059
ISSN
2352-5398
DOI
10.2991/assehr.k.200303.059How to use a DOI?
Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Syarif Abdullah
AU  - Sidik Susilo
AU  - I Wayan Mangku
AU  - Fajri Ikhsan
AU  - Shofiatul Ula
AU  - Yazid Rukmayadi
PY  - 2020
DA  - 2020/03/06
TI  - Algorithm for Generating Compound Poisson Process Which has Nonhomogeneous Poisson process and Exponential Distribution Components
BT  - Proceedings of the 1st International Multidisciplinary Conference on Education, Technology, and Engineering (IMCETE 2019)
PB  - Atlantis Press
SP  - 241
EP  - 246
SN  - 2352-5398
UR  - https://doi.org/10.2991/assehr.k.200303.059
DO  - 10.2991/assehr.k.200303.059
ID  - Abdullah2020
ER  -