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

DOI10.1093/biomet/70.2.455zbMath0529.62025OpenAlexW2020623760MaRDI QIDQ3311481

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

iterative procedurelikelihood ratio testchange-point problemrecurrence relationsepidemiologylocation shiftcumulative sum testssequence of independent binomial random variablestwo- sample Kolmogorov-Smirnov test

Mathematics Subject Classification ID

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

Related Items (19)

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

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