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Khosrow fazli

Khosrow fazli

Academic rank: Assistant Professor
ORCID:
Education: PhD.
ScopusId: 15026370900
Faculty: Faculty of Science
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Research

Title
Two Simple Hypotheses Testing for Poisson Processes
Type
JournalPaper
Keywords
inhomogeneous Poisson processes-hypotheses testing-large deviations principle
Year
2005
Journal Far East Journal of Theoretical Statistics
DOI
Researchers Khosrow fazli ، Yu. A. Kutoyants

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