Asymptotic deficiency of score test for inhomogeneous Poisson processes |
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Authors: | Kh. Fazli |
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Affiliation: | 1. Department of Statistics, University of Kurdistan, Sanandaj, Irankhfazli@uok.ac.ir |
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Abstract: | In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on an unknown real parameter, we test a simple null hypothesis against a sequence of close (contiguous) one-sided alternatives. The main object is to obtain the asymptotic deficiency of the score test with respect to the Neyman–Pearson test. |
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Keywords: | inhomogeneous Poisson processes asymptotic deficiency power loss score test |
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