Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes

被引：0

作者：

Lindqvist, Bo Henry ^{[1
]}

Taraldsen, Gunnar ^{[2
]}

机构：

[1] Norwegian Univ Sci & Technol, Dept Math Sci, Trondheim, Norway

[2] SINTEF ICT, Trondheim, Norway

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2013年 / 12卷 / 01期

关键词：

Conditional test; log linear NHPP; power low NHPP; sufficiency;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametric models is also briefly considered.

引用

页码：113 / 126

页数：14

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