Testing for monotonicity in the intensity of a nonhomogeneous Poisson process

DOI10.1016/0167-7152(95)00124-7zbMATH Open0854.62079OpenAlexW1967072731MaRDI QIDQ1922239FDOQ1922239

Authors: James M. Guffey, F. T. Wright 

Publication date: 19 January 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00124-7

Recommendations

• Tests for Monotonic Intensity in a Poisson Process
• Evaluating Tests for Increasing Intensity of a Poisson Process
• Testing of two sample proportional intensity assumption for non-homogeneous Poisson processes
• Nonparametric hypothesis testing for intensity of the Poisson process
• Testing homogeneity for Poisson processes

zbMATH Keywords

Monte Carloconditional distributiontrendsmaximum likelihood estimatesnonhomogeneous Poisson processrepairable systemspseudo-likelihood ratio testorder-restricted inferencesapproximate conditional testsconstant intensitiesnondecreasing intensitiesnonincreasing intensitytimes of occurrences

Mathematics Subject Classification ID

Reliability and life testing (62N05) Markov processes: hypothesis testing (62M02)

Cites Work

• Algorithm AS 149: Amalgamation of Means in the Case of Simple Ordering
• Algorithm AS 158: Calculation of the Probabilities {P(l,k)} for the Simply Ordered Alternative
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• Estimating and Testing Trend in a Stochastic Process of Poisson Type
• A Two-Moment Chi-Square Approximation for the Statistic Log ( _ x   / ~ x   )

Cited In (9)

• Title not available (Why is that?)
• Testing for a Trend in Exponential Means: A Two-Moment Approximation to the Null Distribution of the Likelihood-Ratio Statistic
• Testing for superadditivity of the mean value function of a non-homogeneous poisson process
• Tests for Monotonic Intensity in a Poisson Process
• Exact Bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous Poisson process
• Testing a homogeneity of stochastic processes
• Nonhomogeneous poisson processes as overhaul models
• Nonparametric hypothesis testing for intensity of the Poisson process
• Exact statistical inference for some parametric nonhomogeneous Poisson processes

Uses Software

• AS 149
• AS 158

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