Tests for an Increasing Trend in the Intensity of a Poisson Process: A Power Study.

Abstract

A number of tests are compared for testing the hypothesis of a constant intensity against the alternative of an increasing intensity function in a nonhomogeneous Poison process (NHPP). The powers of the tests are determined by Monte Carlo simulation against alternatives which are increasing at an exponential rate, a power rate (Weibull intensity), and a logarithmic rate. A few exact powers are also obtained. The study includes the well known Laplace test statistic which is known to be appropriate against exponentially increasing alternatives, the most powerful test for the shape parameter in a Poisson process with Weibull intensity, the likelihood ratio test against arbitrary NHPP alternatives, two nonparametric tests for trends based on Kendall's tau and Spearman's rho, and a test based on an F-statistic. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1983
Accession Number
ADA131213

Entities

People

  • F. T. Wright
  • Lee J. Bain
  • Max Engelhardt

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computer Programs
  • Data Science
  • Efficiency
  • Estimators
  • Information Science
  • Intensity
  • Intervals
  • Monte Carlo Method
  • Normal Distribution
  • Order Statistics
  • Probability
  • Random Variables
  • Simulations
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.