On APF Test for Poisson Process with Shift and Scale Parameters

On APF Test for Poisson Process with Shift and Scale Parameters

We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null hypothesis the limit distribution of this statistic does not depend o...

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Veröffentlicht in:arXiv.org 2018-06
Hauptverfasser: Dabye, A S, Kutoyants, Yu A, Tanguep, E D
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic properties
Estimating techniques
Goodness of fit
Null hypothesis
Parameters
Poisson density functions
Statistical analysis
Statistical tests
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Zusammenfassung:We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameters.
ISSN:2331-8422