## The Annals of Statistics

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

### On Tests for Detecting Change in Mean

Ashish Sen and Muni S. Srivastava

#### 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**

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

**Digital Object Identifier**

doi:10.1214/aos/1176343001

**Mathematical Reviews number (MathSciNet)**

MR362649

**Zentralblatt MATH identifier**

0305.62014

**JSTOR**

links.jstor.org

**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. Ann. Statist. 3 (1975), no. 1, 98--108. doi:10.1214/aos/1176343001. https://projecteuclid.org/euclid.aos/1176343001