The likelihood ratio test for the change point problem for exponentially distributed random variables

DOI10.1016/0304-4149(87)90009-3zbMath0671.62019OpenAlexW2152802491WikidataQ57065072 ScholiaQ57065072MaRDI QIDQ1119304

Sara van de Geer, Evert Meelis, Patsy Haccou

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/2451

zbMATH Keywords

propertiessimulationexponential distributionlikelihood ratio testpowerextreme value distributionBahadur efficiencychange point problemPitman efficiencyasymptotic null-distributionnormed uniform quantile process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (17)

\(\phi\)-divergence based procedure for parametric change-point problems ⋮ On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ On detecting change in likelihood ratio ordering ⋮ Change point detection and estimation methods under gamma series of observations ⋮ The likelihood ratio test for the change point problem for exponentially distributed random variables ⋮ Approximations for the time of change and the power function in change-point models ⋮ Change point estimation in an \(M/M/2\) queue with heterogeneous servers ⋮ Change-point analysis with bathtub shape for the exponential distribution ⋮ Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models ⋮ Change points with linear trend for the exponential distribution ⋮ Maximum likelihood estimation of a change-point for exponentially distributed random variables. ⋮ Unnamed Item ⋮ Non-parametric testing for the number of change points in a sequence of independent random variables ⋮ An application of the maximum likelihood test to the change-point problem

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