On hypothesis testing for Poisson processes. Singular cases

S. Dachian, Yu. A. Kutoyants and L. Yang

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 23, 6833-6859

Abstract: We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. Wedescribe the choice of the thresholds and the power functions of different tests when the intensity function of the observed inhomogeneous Poisson process has two different types of singularity: cusp and discontinuity. The asymptotic results are illustrated by numerical simulations.

Date: 2016
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DOI: 10.1080/03610926.2014.968734

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