TEST FOR A CHANGE POINT IN POISSON PROCESS WITH APPLICATIONS TO THE BRITISH COAL MINING DISASTERS AND THE AIR TRAFFIC FLOW DATA SET
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 �Let �and the occurrence rate �switch to �at an unknown time point �After given the maximum likelihood estimators of �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.
change point, likelihood ratio, Poisson process.