✦ LIBER ✦

On Testing for a Change-Point in Variance of Normal Distribution

✍ Scribed by M. Ishaq Bhatti; Jinglong Wang

Publisher: John Wiley and Sons
Year: 2000
Tongue: English
Weight: 109 KB
Volume: 42
Category: Article
ISSN: 0323-3847
DOI: 10.1002/1521-4036(200012)42:8<1021::aid-bimj1021>3.0.co;2-e

No coin nor oath required. For personal study only.

✦ Synopsis

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 likelihood method, C-test based on Brown et al.'s (1975) CUSUM of squares method and finally, the LM-test based on Nyblom's (1989) and Hansen's (1991) Lagrange multiplier method. An empirical power comparison of the five tests suggests that none of the tests power lead to another. However, it is observed that when change-point is between the beginning and the mid portion, the L and R test are better and when the change-point is between the mid portion and the end, CUSUM of square and the B test are better as compared to the other tests.

📜 SIMILAR VOLUMES

Tests for a trend in proportion based on

Tests for a trend in proportion based on mixtures of beta distributions incorporating historical controls

✍ Ram C. Tiwari; Jyoti N. Zalkikar 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

Carcinogen bioassay involves the exposure of laboratory animals to one or more levels of the test substance and an evaluation of the tumor occurrence rates in the treated groups relative to those in the unexposed controls. The historical control groups obtained from other similar studies also provid

A Comparison of Weighted Tests for a Slo

A Comparison of Weighted Tests for a Slope Change in Simple Regression

✍ Abd-Elnaser S. Abd-Rabou; Emad-Eldin A. A. Aly 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 77 KB 👁 1 views

Testing for a change in the slope of the simple linear regression model has many applications in biosciences, quality control and survival analysis. This paper compares Anderson-Darling and Erdo ´s-Darling type test statistics which are based on the least squares change point process of Sen (1980) w

Proof of Safety in Toxicology Based on t

Proof of Safety in Toxicology Based on the Ratio of Two Means for Normally Distributed Data

✍ Dieter Hauschke; Meinhard Kieser; Ludwig A. Hothorn 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 161 KB 👁 1 views

Desensitization of test anxious urban co

Desensitization of test anxious urban community-college students and resulting changes in grade point average: A replication

✍ John Hudesman; Charles Loveday; Nathaniel Woods 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 214 KB

Synecology of bornean primates. I. A tes

Synecology of bornean primates. I. A test for interspecific interactions in spatial distribution of five species

✍ Peter S. Rodman 📂 Article 📅 1973 🏛 John Wiley and Sons 🌐 English ⚖ 376 KB

A change point model for estimating the

A change point model for estimating the onset of cognitive decline in preclinical Alzheimer's disease

✍ Charles B. Hall; Richard B. Lipton; Martin Sliwinski; Walter F. Stewart 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB 👁 1 views

Dementia is characterized by accelerated cognitive decline before and after diagnosis as compared to normal ageing. Determining the time at which that rate of decline begins to accelerate in persons who will develop dementia is important both in describing the natural history of the disease process