The Annals of Statistics

On Tests for Detecting Change in Mean

Ashish Sen and Muni S. Srivastava

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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.

Article information

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

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176343001

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aos/1176343001

Mathematical Reviews number (MathSciNet)
MR362649

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

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

Citation

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. http://projecteuclid.org/euclid.aos/1176343001.


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