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 . Bayesian test statistics as well as some statistics depending on estimates of are presented and their powers compared. Exact and asymptotic distribution functions are derived for some of the Bayesian statistics.
Citation
Ashish Sen. Muni S. Srivastava. "On Tests for Detecting Change in Mean." Ann. Statist. 3 (1) 98 - 108, January, 1975. https://doi.org/10.1214/aos/1176343001
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