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On maximum tests for normal distributions

✍ Scribed by H. Frick


Book ID
105307272
Publisher
Springer-Verlag
Year
1980
Tongue
English
Weight
254 KB
Volume
9
Category
Article
ISSN
0020-7276

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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