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Khosrow fazli

Khosrow fazli

Academic rank: Assistant Professor
ORCID:
Education: PhD.
ScopusId: 15026370900
HIndex:
Faculty: Faculty of Science
Address:
Phone:

Research

Title
Third order asymptotic behavior of Rao score test for inhomogeneous Poisson processes
Type
Presentation
Keywords
Edgeworth expansion-Hypotheses testing-Inhomogeneous Poisson process-Power loss-Second-order efficiency
Year
2008
Researchers Khosrow fazli

Abstract

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real parameter, we consider a simple null hypothesis against the composite one sided alternative. Under certain regularity conditions we will obtain the power loss of the score test which measures its performance with respect to the Neyman-Pearson test. We present the second-order approximation of the power of the score test under the close alternatives which permits the numerical calculations