The problem of testing the hypothesis of a constant intensity against the alternative of an increasing intensity function in a nonhomogeneous Poisson process is studied, and six wellknown tests are considered. Three of the six are shown to have desirable power-function properties, whereas the other three do not have the properties. In fact, the tests without the desirable properties should not be used, nor should any nonparametric test be used.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics
- Complete class: inadmissibility
- Increasing intensities