Approximating the distribution of the maximum partial sum of normal deviates

DOI10.1016/S0378-3758(99)00203-7MaRDI QIDQ1578215zbMATH OpenWikidataFDO

Authors Denis Conniffe, John E. Spencer

Publication date 19 July 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

change-pointhydrologycusumchi-squared approximationsbeta approximations

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Statistical distribution theory (62E99)

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Cites work

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• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
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• A Combinatorial Lemma and Its Application to Probability Theory
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• An improved Bonferroni inequality and applications
• Conditional boundary crossing probabilities, with application to change- point problems
• ON THE MOMENTS OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
• ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
• On the expected range and expected adjusted range of partial sums of exchangeable random variables
• Sequential analysis. Tests and confidence intervals
• THE VARIANCE OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Tests for a change-point
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• The Cusum Test with Ols Residuals
• The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
• The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates

Cited in

(5)

• On the exact distribution of the sum of the largestn−kout ofnnormal random variables with differing mean values
• Distance between exact and approximate distributions of partial maxima under power normalization
• scientific article; zbMATH DE number 4028506 (Why is no real title available?)
• A note on approximating distribution functions of cusum and cusumsq tests
• Beta approximation and its applications

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