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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Rev.Colomb.Estad. vol.34 no.3 Bogotá July/Dec. 2011

 

Testing Homogeneity for Poisson Processes

Prueba de homogeneidad para procesos de Poisson

RAÚL FIERRO1, ALEJANDRA TAPIA2

1Pontificia Universidad Católica de Valparaiso, Instituto de Matemática, Valparaíso, Chile. Universidad de Valparaiso, Centro de Investigación y Modelamiento de Fenómenos Aleatorios-Valparaiso, Valparaiso, Chile. Professor. Email: rfierro@ucv.cl
2Universidade de São Paulo, Instituto de Matemática e Estatística, São Paulo, Brasil. Doctoral student. Email: alejandreandrea@gmail.com


Abstract

We developed an asymptotically optimal hypothesis test concerning the homogeneity of a Poisson process over various subintervals. Under the null hypothesis, maximum likelihood estimators for the values of the intensity function on the subintervals are determined, and are used in the test for homogeneity.

Key words: Poisson process, hypothesis testing, local alternatives, asymptotic distribution, asymptotically optimal, likelihood ratio test.


Resumen

Una prueba de hipótesis asintótica para verificar homogeneidad de un proceso de Poisson sobre ciertos subintervalos es desarrollada. Bajo la hipótesis nula, estimadores máximo verosímiles para los valores de la función intensidad sobre los subintervalos mencionados son determinados y usados en el test de homogeneidad.

Palabras clave: proceso de Poisson, prueba de hipótesis, alternativas locales, distribución asintótica, asintóticamente óptimo, prueba de razón de verosimilitud.


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References

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[Recibido en octubre de 2010. Aceptado en abril de 2011]

Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:

@ARTICLE{RCEv34n3a02,
    AUTHOR  = {Fierro, Raúl and Tapia, Alejandra},
    TITLE   = {{Testing Homogeneity for Poisson Processes}},
    JOURNAL = {Revista Colombiana de Estadística},
    YEAR    = {2011},
    volume  = {34},
    number  = {3},
    pages   = {421-432}
}

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