We consider two tests with regard to detection of change of parameter in a sequence of independent Poisson random variables. The first test considered is based on the likelihood ratio appropriately adapted for a change point problem. The limiting distribution of the test statistics, under the null hypothesis is evaluated by asymptotical techniques. Under the null hypothesis the distribution of the test statistic obtained by maximization of the likelihood ratio converges to the supremum of an square function of the Brownian bridge process. The second test use Bayes technic, and is based on the marginal posterior density of the change. Finaly, we apply the results for a set of data from the Liverpool Registry during 1960 to 1982, and compare the two procedures.