TEST FOR A CHANGE POINT IN POISSON PROCESS WITH APPLICATIONS TO THE BRITISH COAL MINING DISASTERS AND THE AIR TRAFFIC FLOW DATA SET

YİĞİTER A., Inal C.

ADVANCES AND APPLICATIONS IN STATISTICS, vol.14, no.2, pp.145-155, 2010 (ESCI) identifier

  • Publication Type: Article / Article
  • Volume: 14 Issue: 2
  • Publication Date: 2010
  • Journal Name: ADVANCES AND APPLICATIONS IN STATISTICS
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Aerospace Database, zbMATH
  • Page Numbers: pp.145-155
  • Hacettepe University Affiliated: Yes

Abstract

In this study, a test is considered for a change point in the occurrence rate of the homogeneous Poisson process. Assume that n events are observed at times S-1, S-2,., S-n. Let S-0 = 0, S-n = T and the occurrence rate lambda(1) switch to lambda(2) at an unknown time point iota (0 < t < T). After given the maximum likelihood estimators of lambda(1),lambda(2),iota, the exact distribution of test statistic is obtained and the test is applied to two data sets both of which are used previous studies: the British coal mining disasters data and the air traffic flow data.