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On dead-time corrections for estimating rates

R Willink

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This paper extends analysis given by Larsen and Kostinski (Meas. Sci. Technol. 20 (2009) 095101) for the measurement of the rate of a Poisson process using a counter with dead time. It is shown that when there is dead time after each event, and not merely after each observation of an event, there are two rates that are consistent with the result of any measurement. In this case, extra information is needed if the true rate, λ, is to be recovered unambiguously. Explicit confidence intervals for λ are given for the two types of dead time in the practical situation where the period of observation is finite. The result that two true rates correspond to any rate obtained with the second form of dead time holds with many other processes and with counters in which the dead time is a random variable.


PACS

05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion

02.50.Ng Distribution theory and Monte Carlo studies

06.30.Ft Time and frequency

Subjects

Computational physics

Instrumentation and measurement

Statistical physics and nonlinear systems

Dates

Issue 1 (January 2010)

Received 24 September 2009, in final form 19 October 2009

Published 16 November 2009



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