Tests for Monotonic Intensity in a Poisson Process |
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| Authors: | Xiaomi Hu |
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| Affiliation: | Dept Mathematics and Statistics, Wichita State University, Wichita, Kansas 67260-0033, USA |
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| Abstract: | Likelihood ratio tests about the intensity function are obtained by confining the estimated intensity function of a Poisson process to a sample-dependent, left-continuous step function class. These tests have relatively simple test statistics and their distributions are stochastically maximized when the process is homogeneous. |
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| Keywords: | isotonic regression likelihood ratio test non-homogeneous Poisson process order restricted inferences. |
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