2007/06/28 by Khosrow Fazli, Fazli, Khosrow
Computer Science · Mathematics · #FOS: Mathematics #Matrix Theory and Algorithms #Spectral Theory in Mathematical Physics #Statistics Theory (math.ST) #math.ST #stat.TH
paper · pdf · doi:10.48550/arxiv.0706.4334
20 pages
arxiv created 2007/06/28 · openalex publication_date 2007/06/28 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.