On Hypotheses Testing for Poisson Processes. Regular Case - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2014

On Hypotheses Testing for Poisson Processes. Regular Case

Yury Kutoyants
Lin Yang

Résumé

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of thresholds and the power functions of Score-function test, General Likelihood Ratio test, Bayesian tests and Wald test in the situation when the intensity function of inhomogeneous Poisson process is smooth with respect to the parameter. It is shown that almost all these tests are asymptotically uniformly most powerful. The results of numerical simulations are presented.
Fichier principal
Vignette du fichier
DKY_Regular.pdf (199.87 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00967712 , version 1 (30-03-2014)
hal-00967712 , version 2 (24-02-2015)

Identifiants

Citer

Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypotheses Testing for Poisson Processes. Regular Case. 2014. ⟨hal-00967712v1⟩
267 Consultations
1038 Téléchargements

Altmetric

Partager

More