Power Loss for Inhomogeneous Poisson Processes
Statistics Theory
2007-07-02 v1 Statistics Theory
Abstract
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.
Cite
@article{arxiv.0706.4334,
title = {Power Loss for Inhomogeneous Poisson Processes},
author = {Khosrow Fazli},
journal= {arXiv preprint arXiv:0706.4334},
year = {2007}
}