Testing for a Monotone Trend in a Modulated Renewal Process
Abstract
In examining point processes which are overdispersed with respect to a Poisson process, there is a problem of discriminating between trends and the appearance in data of sequences of very long intervals. In this case the standard robust methods for trend analysis based on log transforms and regression techniques perform very poorly, and the standard exact test for a monotone trend derived for modulated Poisson processes is not robust with respect to its distribution theory when the underlying process is non-Poisson. However, experience with data and an examination of the departures from the Poisson distribution theory suggest a modification to the standard test for trend, both for modulated renewal and general point processes.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1973
- Accession Number
- ADA001265
Entities
People
- David W. Robinson
- Peter W. Lewis
Organizations
- Naval Postgraduate School