On Hypothesis Testing for Poisson Processes. Regular Case - Archive ouverte HAL
Article Dans Une Revue Communications in Statistics - Theory and Methods Année : 2016

On Hypothesis 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 the thresholds and the power functions of the Score Function test, of the General Likelihood Ratio test, of the Wald test and of two Bayes tests in the situation when the intensity function of the observed 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.
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Dates et versions

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

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Citer

Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Regular Case. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6816-6832. ⟨hal-00967712v2⟩
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