### On Tests for Detecting Change in Mean

Ashish Sen and Muni S. Srivastava
Source: Ann. Statist. Volume 3, Number 1 (1975), 98-108.

#### Abstract

Procedures are considered for testing whether the means of each variable in a sequence of independent random variables can be taken to be the same, against alternatives that a shift might have occurred after some point $r$. Bayesian test statistics as well as some statistics depending on estimates of $r$ are presented and their powers compared. Exact and asymptotic distribution functions are derived for some of the Bayesian statistics.

First Page:
Primary Subjects: 62F05
Secondary Subjects: 62G10, 62E15, 62E20, 62E25
Full-text: Open access