Publication:
Testing for a monotone trend in a modulated renewal process

Loading...
Thumbnail Image
Authors
Lewis, Peter A. W.
Robinson, David Walter
Subjects
Trend analysis
Modulated renewal process
Poisson process
Point processes
Log transforms
Advisors
Date of Issue
1973-12
Date
1973-12
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
In examining point processes which are overdispersed with respect to a Poisson process, there is a problem of discriminating between trends and the appearance in data of sequences of very long intervals. In this case the standard "robust" methods for trend analysis based on log transforms and regression techniques perform very poorly, and the standard exact test for a monotone trend derived for modulated Poisson process is not robust with respect to its distribution theory when the underlying process is non-Poisson. However, experience with data and an examination of the departures from the Poisson distribution theory suggest a modification to the standard test for trend, both for modulated renewal and general point processes. The utility of the modified test statistic is verified by examining several sets of data, and simulation results are given for the distribution of the test statistic for several renewal processes
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS-55Lw73121
Sponsors
supported in part by the Foundation Research Program of the Naval Postgraduate School
Funder
funds provided by the Chief of Naval Research
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
Collections