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Power Loss for Inhomogeneous Poisson Processes
Inhomogeneous Poisson processes hypotheses testing powerloss second order efficiency
2010/4/29
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 (co...
Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives
Computation Power Loss Likelihood Ratio Tests Probability Densities Lehmann Alternatives
2010/4/27
We compute the loss of power in likelihood ratio tests when we test
the original parameter of a probability density extended by the first
Lehmann alternative.