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Change point estimation of a normal process variance with monotonic change

โœ Scribed by Noorossana, R.; Heydari, M.


Book ID
122255287
Publisher
Elsevier
Year
2012
Tongue
English
Weight
870 KB
Volume
19
Category
Article
ISSN
1026-3098

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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