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Monitoring a Poisson process in several categories subject to changes in the arrival rates

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  • Brown, Marlo

Abstract

We look at a Poisson process in several categories where the arrival rate changes at some unknown integer. For some of these categories the arrival rates increase, while in other categories the arrival rates decrease. The point at which the process changes may be different for each category. We develop procedures for detecting when a change has occurred in at least one of the categories. We provide some numerical results to illustrate the effectiveness of the detection procedures.

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  • Brown, Marlo, 2008. "Monitoring a Poisson process in several categories subject to changes in the arrival rates," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2637-2643, November.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:16:p:2637-2643
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    1. Tina Herberts & Uwe Jensen, 2004. "Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 347-366, September.
    2. Brown, Marlo & Zacks, Shelemyahu, 2006. "A note on optimal stopping for possible change in the intensity of an ordinary Poisson process," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1417-1425, July.
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    1. Brown, Marlo & Zacks, Shelemyahu, 2006. "A note on optimal stopping for possible change in the intensity of an ordinary Poisson process," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1417-1425, July.

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