Sequential probability ratio tests for the shape parameter of one or more nonhomogeneous Poisson processes, with power intensity functions, are provided. The tests can be performed when the scale parameter is an unknown nuisance parameter; the effective loss of not knowing the scale parameter is one observation per process. The resulting tests can be expressed in terms of the maximum likelihood estimators of the shape parameters for the usual fixed sample procedure. A further advantage of the present approach is that the scale parameters for different processes, in the multiple sample procedures, need not be equal. Approximations for the operating characteristic function and the average sample number are provided. Copyright © 1982 by The Institute of Electrical and Electronics Engineers, Inc.
L. J. Bain and M. Engelhardt, "Sequential Probability Ratio Tests For The Shape Parameter Of A Nonhomogeneous Poisson Process," IEEE Transactions on Reliability, vol. R thru 31, no. 1, pp. 79 - 83, Institute of Electrical and Electronics Engineers, Jan 1982.
The definitive version is available at https://doi.org/10.1109/TR.1982.5221238
Mathematics and Statistics
Geosciences and Geological and Petroleum Engineering
Keywords and Phrases
Nonhomogeneous Poisson process; Sequential tests; Shape parameter
International Standard Serial Number (ISSN)
Article - Journal
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01 Jan 1982