Tests for a change-point (Q3769768)
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scientific article; zbMATH DE number 4028617
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| English | Tests for a change-point |
scientific article; zbMATH DE number 4028617 |
Statements
Tests for a change-point (English)
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1987
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power approximations
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conditional boundary crossing probabilities
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change-point
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change of the mean
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independent normal random variables
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same variance
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likelihood ratio tests
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cusums of recursive residuals
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Pettitt's test
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Chernoff-Zacks' statistic
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approximate power
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approximations of boundary crossing probabilities
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0.8550466299057007
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0.8334137201309204
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0.8235926628112793
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