On Exact Goodness-of-fit Testing For Nonhomogeneous Poisson Processes
Nonhomogeneous Poisson processes (NHPPs) are often used to model failure data from repairable systems, 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 parametric NHPPs. The idea is to use conditional tests given a sufficient statistic under the null hypothesis model. The tests are performed by simulating conditional samples given the sufficient statistic. Algorithms are presented for testing goodness-of-fit for the power law and the log-linear law NHPP models. It is noted that while exact algorithms for the power law case are well known in the literature, the availability of such algorithms for the log-linear case seems to be less known.
Sufficiency Conditional test Gibbs sampling Power law NHPP Log-linear law NHPP
BO HENRY LINDQVIST BJARTE RANNESTAD
Department of Mathematical Sciences, Norwegian University of Science and Technology, N-7491 Trondhei Lyse Energi AS, N-4017 Stavanger, Norway
国际会议
北京
英文
548-554
2011-06-20（万方平台首次上网日期，不代表论文的发表时间）