A limit theorem for functionals of a Poisson process
On an optimum principle for partially observed controlled jump Markovian processes
A rank decision rule for a combined problem of testing and classification
Rank test of hypothesis of randomness against a group of regression alternatives
Parametric test for change in a parameter occurring in the density of one-parameter exponential family
The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.
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