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The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability

✍ Scribed by Lajos Horváth


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
463 KB
Volume
31
Category
Article
ISSN
0047-259X

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Likelihood Ratio and Cumulative Sum Test
✍ H.J. Kim 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 664 KB

Our concern in this paper is a detection of a change in regression coefficients of a linear model. First, we examine the null and alternative distributions of the likelihood ratio statistic and study its asymptotic behavior. We then propose analytic approximations for the \(p\)-value and power of th