Shorter Communication: Evaluating Tests for Increasing Intensity of a Poisson Process
Arthur Cohen, Harold B. Sackrowitz · Technometrics · 1993
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.