عنوان
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Two Simple Hypotheses Testing for Poisson Processes
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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inhomogeneous Poisson processes-hypotheses testing-large deviations principle
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چکیده
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We consider the problem of testing of two simple hypotheses concerning the intensity function of a nonhomogeneous Poisson process observed on some increasing sequence of subsets of d-dimensional Euclidian space. In the framework of large samples theory we propose an asymptotically most powerful test and the asymptotics of the power of this test is described with the help of the large deviations principle
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پژوهشگران
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یو.آ کوتویانتس (نفر دوم)، خسرو فضلی (نفر اول)
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