本程序是有关泊松过程的模拟、检验及参数估计

function possion(n,r) 
%r为指数分布的参数,n为产生随机数个数 
a=random('unif',0,1,n,1); 
b=zeros(n,1);  
for i=1:n; 
    b(i)=-log(a(i))/r; 
end 
s=zeros(n+1,1); 
for i=2:n+1; 
    s(i)=s(i-1)+b(i-1); 
end 
t=0:0.0001:s(n+1)+0.0001; 
p=length(t); 
nt=zeros(1,p); 
j=1; 
for i=1:p; 
    if t(i)<s(j+1)&t(i)>s(j) 
        nt(i)=j-1; 
    end 
    if t(i)>=s(j+1); 
        nt(i)=j; 
        j=j+1; 
    end 
end 
save time t ; 
save ntime nt ; 
axis([0 t(p) 0 n+1]); 
plot(t,nt)  
grid         
load time