Efficiency rate and local deficiency of the most powerful tests in the model of contaminacy with general neighbourhoods
Estimators for epidemic alternatives
We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for `at most change' are examined for the studied situation.
Exact Bahadur Efficiencies of lests for Superadditivity of the Mean Function of a Non-Homogeneous Poisson Process.