A TEST ON THE INTENSITY (HAZARD RATE) OF A POISSON PROCESS.
Abstract
Given the realization of a poisson process of intensity lambda (u) over the interval of time (O,t), it may be required to distinguish between two alternative hypotheses, H1: that lambda (u) is a decreasing function over (O,t) versus H2: that lambda (u) is an increasing function over (O,t). A test criterion is proposed and the unbiassedness of the criterion is demonstrated. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1970
- Accession Number
- AD0705647
Entities
People
- J. G. Saw
Organizations
- University of Florida