On the Cramér–von Mises test with parametric hypothesis for poisson processes

Autor:	A. S. Dabye
Rok vydání:	2013
Předmět:	Statistics and Probability Score test Poisson distribution symbols.namesake Cramér–von Mises criterion Statistics symbols Test statistic von Mises distribution Applied mathematics p-value Mathematics Statistical hypothesis testing Parametric statistics
Zdroj:	Statistical Inference for Stochastic Processes. 16:1-13
ISSN:	1572-9311 1387-0874
DOI:	10.1007/s11203-013-9077-y
Popis:	The problem of the goodness of-fit testing for inhomogeneous Poisson process with parametric basic hypothesis is considered. A test statistic of the Cramer–von Mises type with parameter replaced by the maximum likelihood estimator is proposed and its asymptotic behavior is studied. It is shown that in the case of shift parameter, the limit distribution of the test statistics (under hypothesis) does not depend on the true value of this parameter.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6d52c83decb89fb361d571017e10de78 https://doi.org/10.1007/s11203-013-9077-y Zobrazit plný text záznamu Full text from SpringerLink