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Off-Line Testing for a Changed Segment in the Sample Variance

โœ Scribed by A. Rackauskas; D. Zuokas


Book ID
106451579
Publisher
Springer
Year
2005
Tongue
English
Weight
297 KB
Volume
45
Category
Article
ISSN
0363-1672

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On Testing for a Change-Point in Varianc
โœ M. Ishaq Bhatti; Jinglong Wang ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 109 KB ๐Ÿ‘ 3 views

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