A Statistical Test Involving a Random Number of Random Variables
Allen, J. L. ; Beekman, J. A.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 1305-1311 / Harvested from Project Euclid
In this paper is studied a technique based on samples of the form $N, X_1, X_2, \cdots, X_N$ where $N$ has a Poisson distribution, and each $X_i$ has the same continuous distribution function. Such samples, rather than fixed number samples, are appropriate for fixed time period observations where the number of occurrences is a Poisson variate, and are used in biology, insurance, and telephone engineering. We shall introduce a one-sided Kac statistic which is similar to the one-sided Kolmogorov statistic, derive forms for its finite dimensional and asymptotic distributions, find a lower bound for the power of the test, and prove that the test is "modified" consistent. Tabulations of the distributions will be given.
Publié le : 1966-10-14
Classification: 
@article{1177699274,
     author = {Allen, J. L. and Beekman, J. A.},
     title = {A Statistical Test Involving a Random Number of Random Variables},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 1305-1311},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699274}
}
Allen, J. L.; Beekman, J. A. A Statistical Test Involving a Random Number of Random Variables. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  1305-1311. http://gdmltest.u-ga.fr/item/1177699274/