Power Loss for Inhomogeneous Poisson Processes

Communication in Statistics- Theory and Methods (Impact Factor: 0.27). 07/2007; 40(4). DOI: 10.1080/03610920903447840
Source: arXiv


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. AMS 1991 Classification: 62M05.

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