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Exact Goodness-of-Fit Tests for Markov Chains

✍ Scribed by Besag, J.; Mondal, D.


Book ID
120565576
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
173 KB
Volume
69
Category
Article
ISSN
0006-341X

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Nonhomogeneous Poisson processes (NHPPs) are often used to model failure data from repairable systems, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for parametric NHPPs. The idea is to use conditional tests given a suffici