Tests for an Epidemic Change in a Sequence of Exponentially Distributed Random Variables

On Testing for a Change-Point in Varianc

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

✍ M. Ishaq Bhatti; Jinglong Wang 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 109 KB 👁 2 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