Power Loss for Inhomogeneous Poisson Processes

Details Power Loss for Inhomogeneous Poisson Processes Power Loss for Inhomogeneous Poisson Processes

2007-06-28

arxiv.org/abs/0706.4334v1

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.

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