On Testing for a Change-Point in Varianc
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M. Ishaq Bhatti; Jinglong Wang
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Article
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2000
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John Wiley and Sons
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English
β 109 KB
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This paper addresses the problem of testing for a change about the variance of sequence of normal random variables with unknown means. It compares the power performance of five tests, namely: L-test based on Lehmann's (1951) U-statistic, B-test based on bayesian method, R-test derived from likelihoo