On hypothesis testing for Poisson processes: regular case

DOI10.1080/03610926.2014.968733zbMATH Open1349.62374arXiv1403.7867OpenAlexW1933338938MaRDI QIDQ2834636FDOQ2834636

Authors: S. Dachian, Lin Yang, Yu. A. Kutoyants 

Publication date: 23 November 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1403.7867

Recommendations

• On hypothesis testing for Poisson processes: singular cases
• Simultaneous testing of change-point location and of a regular parameter by Poisson observations
• Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
• Power loss for inhomogeneous Poisson processes
• Testing homogeneity for Poisson processes

zbMATH Keywords

hypothesis testingasymptotic theoryinhomogeneous Poisson processescomposite alternativesregular situation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Cites Work

• Testing Statistical Hypotheses
• Discrimination of Poisson Processes
• On cusp estimation of ergodic diffusion process
• Hypotheses testing: Poisson versus stress-release
• On hypothesis testing for Poisson processes. Singular cases
• Eine informationstheoretische Bedingung für die Äquivalenz unbegrenzt teilbarer Punktprozesse
• Asymptotic locally optimal detector for large-scale sensor networks under the Poisson regime

Cited In (15)

• Multiple hypothesis testing for Poisson processes with variable change–point intensity
• On hypothesis testing for Poisson processes. Singular cases
• On a Poissonian change-point model with variable jump size
• Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
• Title not available (Why is that?)
• On smooth change-point location estimation for Poisson processes
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Simultaneous testing of change-point location and of a regular parameter by Poisson observations
• Hypotheses testing: Poisson versus stress-release
• Tests for Monotonic Intensity in a Poisson Process
• Power loss for inhomogeneous Poisson processes
• Title not available (Why is that?)
• Asymptotic deficiency of score test for inhomogeneous Poisson processes
• Adaptive tests of homogeneity for a Poisson process
• Title not available (Why is that?)

This page was built for publication: On hypothesis testing for Poisson processes: regular case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2834636)