Procedures are considered for testing whether the means of each variable in a sequence of independent random variables can be taken to be the same, against alternatives that a shift might have occurred after some point $r$. Bayesian test statistics as well as some statistics depending on estimates of $r$ are presented and their powers compared. Exact and asymptotic distribution functions are derived for some of the Bayesian statistics.
Publié le : 1975-01-14
Classification:
Detecting a change in mean,
distribution of test statistics,
comparison of powers by simulation,
62F05,
62G10,
62E15,
62E20,
62E25
@article{1176343001,
author = {Sen, Ashish and Srivastava, Muni S.},
title = {On Tests for Detecting Change in Mean},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 98-108},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343001}
}
Sen, Ashish; Srivastava, Muni S. On Tests for Detecting Change in Mean. Ann. Statist., Tome 3 (1975) no. 1, pp. 98-108. http://gdmltest.u-ga.fr/item/1176343001/