## Test if one Poisson process’s rate is smaller than a given value

Suppose N(t) is a Poisson process with rates λ. Suppose I’ve been observing it for t∈[0,T] and recorded events. How can I test the null hypothesis λ<λ0, where λ0 is a given value? An obvious solution is to derive MLE of rates ˆλ and compare with λ0. But I don’t know how to calculate the … Read more