Asymptotic distributions of weighted pontograms under contiguous alternatives

Let {N(x), x ≥ 0} be a non-homogeneous, also called non-stationary, Poisson process with density function λ(x), x ≥ 0. We consider the problem of testing the null hypothesis of λ(x) having a constant value against the alternative that λ(x) is a function of x.

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Bibliographische Detailangaben
Veröffentlicht in:	Mathematical proceedings of the Cambridge Philosophical Society 1992-09, Vol.112 (2), p.431-447
1. Verfasser:	Szyszkowicz, Barbara
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Mathematics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stochastic processes
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	Let {N(x), x ≥ 0} be a non-homogeneous, also called non-stationary, Poisson process with density function λ(x), x ≥ 0. We consider the problem of testing the null hypothesis of λ(x) having a constant value against the alternative that λ(x) is a function of x.
ISSN:	0305-0041 1469-8064
DOI:	10.1017/S0305004100071097