Accession Number : ADA131213

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

Descriptive Note : Interim rept.,

Corporate Author : MISSOURI UNIV-ROLLA

Personal Author(s) : Bain,Lee J ; Engelhardt,Max ; Wright,F T

PDF Url : ADA131213

Report Date : Jun 1983

Pagination or Media Count : 17

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)

Descriptors :   *Statistical tests, *Poisson equation, *Monte Carlo method, Intensity, Hypotheses, Laplace transformation, Comparison, Logarithm functions, Exponential functions, Nonparametric statistics

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE