Published

2011-09-01

PRUEBA DE HOMOGENEIDAD PARA PROCESOS DE POISSON

TESTING HOMOGENEITY FOR POISSON PROCESSES

Keywords:

proceso de Poisson, prueba de hipótesis, alternativas locales, distribución asintótica, asintóticamente óptimo, prueba de razón de verosimilitud (es)
Poisson process, hypothesis testing, local alternatives, asymptotic distribution, asymptotically optimal, likelihood ratio test (en)

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Authors

  • Raúl Fierro Pontificia Universidad Católica de Valparaíso / Universidad de Valparaíso
  • Alejandra Tapia Universidade de São Paulo
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.
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.

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How to Cite

Fierro, R., & Tapia, A. (2011). TESTING HOMOGENEITY FOR POISSON PROCESSES. Revista Colombiana De Estadística, 34(3), 421-432. https://revistas.unal.edu.co/index.php/estad/article/view/29957

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