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Full-Text Articles in Physical Sciences and Mathematics
Nonparametric Estimation Of The Cumulative Intensity Function For A Nonhomogeneous Poisson Process From Overlapping Realizations, Bradford L. Arkin, Lawrence Leemis
Nonparametric Estimation Of The Cumulative Intensity Function For A Nonhomogeneous Poisson Process From Overlapping Realizations, Bradford L. Arkin, Lawrence Leemis
Arts & Sciences Articles
A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations on an interval is extended here to include realizations that overlap. This technique does not require any arbitrary parameters from the modeler, and the estimated cumulative intensity function can be used to generate a point process for simulation by inversion.
Computing The Cumulative Distribution Function Of The Kolmogorov–Smirnov Statistic, John H. Drew, Andrew G. Glen, Lawrence Leemis
Computing The Cumulative Distribution Function Of The Kolmogorov–Smirnov Statistic, John H. Drew, Andrew G. Glen, Lawrence Leemis
Arts & Sciences Articles
We present an algorithm for computing the cumulative distribution function of the Kolmogorov–Smirnov test statistic Dn in the all-parameters-known case. Birnbaum (1952, J. Amer. Statist. Assoc. 47, 425–441), gives an n-fold integral for the CDF of the test statistic which yields a function defined in a piecewise fashion, where each piece is a polynomial of degree n. Unfortunately, it is difficult to determine the appropriate limits of integration for computing these polynomials. Our algorithm performs the required integrations in a manner that avoids calculating the same integrals repeatedly, resulting in shorter computation time. It can be used …