The Annals of Statistics

On Tests for Detecting Change in Mean

Ashish Sen and Muni S. Srivastava

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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.

Article information

Ann. Statist. Volume 3, Number 1 (1975), 98-108.

First available in Project Euclid: 12 April 2007

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Digital Object Identifier

Mathematical Reviews number (MathSciNet)

Primary: 62F05: Asymptotic properties of tests
Secondary: 62G10: Hypothesis testing 62E15: Exact distribution theory 62E20: Asymptotic distribution theory 62E25

Detecting a change in mean distribution of test statistics comparison of powers by simulation


Sen, Ashish; Srivastava, Muni S. On Tests for Detecting Change in Mean. The Annals of Statistics 3 (1975), no. 1, 98--108. doi:10.1214/aos/1176343001.

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