Power Loss for Inhomogeneous Poisson Processes

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dc.creatorFazli, Khosrow
dc.date2007-06-28
dc.date.accessioned2026-07-07T08:13:05Z
dc.date.available2026-07-07T08:13:05Z
dc.descriptionIn this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain regularity conditions we obtain the power loss of the score test with respect to the Neyman-Pearson test. The power loss measures the performance of a second order efficient test by the help of third order asymptotic properties of the problem under consideration.
dc.description20 pages
dc.identifierhttps://arxiv.org/abs/0706.4334
dc.identifierhttp://arxiv.org/abs/0706.4334
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/132676
dc.subjectStatistics Theory
dc.titlePower Loss for Inhomogeneous Poisson Processes
dc.typetext

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