A test for randomness of the environments in a branching process Mohan Kale T. V. Ramanathan Articles

Received: 04 August 1995 Revised: 25 July 1996 DOI :
10.1007/BF02925997

Cite this article as: Kale, M. & Ramanathan, T.V. Statistical Papers (1997) 38: 409. doi:10.1007/BF02925997 Abstract This paper discusses an approximate score test for testing randomness of environments in a branching process without observing the environments. Using an appropriate martingale central limit theorem the asymptotic null distribution of test statistic is shown to be normal. When the offspring distribution is Poisson, the detail derivation of asymptotic distribution of the test statistic is presented.

Key words Random environments branching process Martingale central limit theorem score test

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CrossRef MathSciNet Authors and Affiliations Mohan Kale T. V. Ramanathan 1. Department of Statistics University of Pune Pune India