A TEST ON THE INTENSITY (HAZARD RATE) OF A POISSON PROCESS.
FLORIDA UNIV GAINESVILLE DEPT OF INDUSTRIAL AND SYSTEMS ENGINEERING
Pagination or Media Count:
Given the realization of a poisson process of intensity lambda u over the interval of time O,t, it may be required to distinguish between two alternative hypotheses, H1 that lambda u is a decreasing function over O,t versus H2 that lambda u is an increasing function over O,t. A test criterion is proposed and the unbiassedness of the criterion is demonstrated. Author
- Statistics and Probability