|
Title
|
Two Simple Hypotheses Testing for Poisson Processes
|
|
Type
|
JournalPaper
|
|
Keywords
|
inhomogeneous Poisson processes-hypotheses testing-large deviations principle
|
|
Abstract
|
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
|
|
Researchers
|
Yu. A. Kutoyants (Second Researcher), Khosrow fazli (First Researcher)
|