The power of likelihood ratio and cumulative sum tests for a change in a binomial probability

DOI10.1093/BIOMET/70.2.455zbMATH Open0529.62025OpenAlexW2020623760MaRDI QIDQ3311481FDOQ3311481

Authors: Keith J. Worsley 

Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/70.2.455

zbMATH Keywords

likelihood ratio testchange-point problemepidemiologyrecurrence relationsiterative procedurelocation shiftcumulative sum testssequence of independent binomial random variablestwo- sample Kolmogorov-Smirnov test

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic properties of parametric tests (62F05)

Cited In (19)

• Structural changes in autoregressive models for binary time series
• Detection of random change point in one-parameter exponential families
• ON CHANGE POINT DETECTION AND ESTIMATION
• A Bayesian analysis of a change in the parameters of autoregressive time series
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
• The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
• The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations
• A test for detecting the change-point of the mean in a Gaussian model
• Some Recent Results on Monitoring the Rate of a Rare Event
• A Bayesian detection of structural changes in autoregressive time series models
• The asymptotic power function of GLR tests for local change of parameter
• An application of the maximum likelihood test to the change-point problem
• Exact change point detection with improved power in small‐sample binomial sequences
• Perpetuities and asymptotic change-point analysis
• Multiscale Change Point Inference
• Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence
• Statistical Method for Detecting Structural Change in the Growth Process
• Change point problems in the model of logistic regression
• Change-point problems: bibliography and review

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