The paper presents an omnibus goodness-of-fit (Gof) test for renewal processes based on Dawid’s prequential framework. This test compares models on the basis of their predictive abilities. It uses usual Edf statistics (KS, AD or CvM) of a prequential empirical process which, under standard regulatory conditions, is proven to converge to the Brownian bridge as in the case of known parameters. This result gives an asymptotically distribution free and computationally-simple Gof test. It can be used as a model-checking tool particularly adapted to sequential (or real-time) analysis of reliability or medical lifetimes data modelled by renewal processes. The prequential Gof test still probably valid for more complex models beyond the renewal framework.

本文提出了基于Dawid的先验框架的更新过程的综合拟合优度（Gof）测试。该测试根据模型的预测能力对模型进行比较。它使用先验经验过程的常规Edf统计量（KS，AD或CvM），在已知的标准条件下，该过程在标准的调节条件下被证明收敛于布朗桥。该结果给出了一种渐近无分布且计算简单的Gof检验​​。它可以用作模型检查工具，特别适合对通过更新过程建模的可靠性或医疗寿命数据进行顺序（或实时）分析。先前的Gof测试对于更新框架之外的更复杂的模型仍然可能有效。