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

DOI10.1093/BIOMET/70.2.455MaRDI QIDQ3311481zbMATH OpenOpenAlexFDO

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)

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

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