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ber g
teeigensehaften von tests bei homogenen markovschen prozessen
Authors:
H. Gillert a;
J. Vogel b
| Affiliations: | a Sektion Mathematik, TU Dresden, Dresden |
b Sektion Mathematik, Rechentechnik und  konom, TH Ilmenau, Ilinenau, Am Ehrenberg |
DOI:
10.1080/02331887908801472
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
The paper deals with statistical tests of hypotheses about the real parameter of a homogeneous time-discrete Markov process. The power function of an asymptotically uniformly most powerful unbiased sequence of tests is approximately calculated and the convergence order of the remainder term is given. The essential assumption used is the uniform ergodicity of the Markov process.
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| Keywords: Markov process statistics; tests; asymptotically uniformly most powerful tests; parameter tests for Markov processes; power function; power of a test |
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