On the Likelihood Ratio Test for a Shift in Location of Normal Populations
From MaRDI portal
Publication:5904314
DOI10.2307/2286336zbMath0429.62018MaRDI QIDQ5904314
Publication date: 1979
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2286336
likelihood ratio test; segmentation; normal populations; null distribution; location shift; standard percentage points; testing for change-point
62F03: Parametric hypothesis testing
62E15: Exact distribution theory in statistics
65C05: Monte Carlo methods
65D30: Numerical integration
65C99: Probabilistic methods, stochastic differential equations
Related Items
Testing for change in mean of independent multivariate observations with time varying covariance, An efficient algorithm for estimating a change-point, Distributions of Bayes-type change-point statistics under polynomial regression, Bayesian criteria for discriminating among regression models with one possible change point