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

On Hypothesis Testing for Poisson Processes. Singular Cases

Yury Kutoyants
Lin Yang

Résumé

We consider the problem of hypothesis testing in the situation where 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 different tests when the intensity function of the observed inhomogeneous Poisson process has two different types of singularity: cusp and discontinuity. The asymptotic results are illustrated by numerical simulations.
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Dates et versions

hal-00967716 , version 1 (30-03-2014)
hal-00967716 , version 2 (24-02-2015)

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Citer

Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6833-6859. ⟨hal-00967716v2⟩
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