Applied Mathematics

Volume 12, Issue 4 (April 2021)

ISSN Print: 2152-7385   ISSN Online: 2152-7393

Google-based Impact Factor: 0.58  Citations  

Kolmogorov-Smirnov APF Test for Inhomogeneous Poisson Processes with Shift Parameter

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DOI: 10.4236/am.2021.124023    356 Downloads   1,092 Views  

ABSTRACT

In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alternative are composite and carry to the intensity measure of inhomogeneous Poisson process and the intensity function is regular. For this model of shift parameter, we propose test which is asymptotically partially distribution free and consistent. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameter.

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Tanguep, E. and Njomen, D. (2021) Kolmogorov-Smirnov APF Test for Inhomogeneous Poisson Processes with Shift Parameter. Applied Mathematics, 12, 322-335. doi: 10.4236/am.2021.124023.

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