Mathematics – Statistics Theory
Scientific paper
2007-06-28
Mathematics
Statistics Theory
20 pages
Scientific paper
In 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.
Fazli Khosrow
No associations
LandOfFree
Power Loss for Inhomogeneous Poisson Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Power Loss for Inhomogeneous Poisson Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Power Loss for Inhomogeneous Poisson Processes will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-681444