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Testing the hypothesis that a point is Poisson

Published online by Cambridge University Press:  01 July 2016

Robert B. Davies
Robert B. Davies*
Affiliation:
D.S.I.R., Wellington, New Zealand
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Abstract

The testing of the hypothesis that a point process is Poisson against a one-dimensional alternative is considered. The locally optimal test statistic is expressed as an infinite series of uncorrelated terms. These terms are shown to be asymptotically equivalent to terms based on the various orders of cumulant spectra. The efficiency of tests based on partial sums of these terms is found.

Keywords

ASYMPTOTIC EFFICIENCYCUMULANTCUMULANT SPECTRALOCAL EFFICIENCYLOCAL OPTIMALITYPERIODOGRAMPOINT PROCESSPOISSON PROCESS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 9 , Issue 4 , December 1977 , pp. 724 - 746
Copyright
Copyright © Applied Probability Trust 1977 

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