The Annals of Statistics
- Ann. Statist.
- Volume 3, Number 1 (1975), 98-108.
On Tests for Detecting Change in Mean
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.
Ann. Statist. Volume 3, Number 1 (1975), 98-108.
First available in Project Euclid: 12 April 2007
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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