Abstract
Exact goodness-of-fit tests for the power law process, a nonhomogeneous Poisson process with intensity function , can be constructed by making one of two transformations of the event times. The Kolmogorov-Smirnov, Cramer-von Mises or Anderson-Darling test can then be applied to these transformed variables. In this article it is shown that these two transformations lead to the same test statistics in one particular case. The results of a simulation study show that these tests have very low power when the alternative hypothesis is a renewal process. A transformation of these transformed variables, suggested by Durbin, increases the power substantially.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
