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The Power of Likelihood Ratio and Cumulative Sum Tests for a Change in a Binomial Probability

✍ Scribed by K. J. Worsley

Book ID
124289167
Publisher
Oxford University Press
Year
1983
Tongue
English
Weight
841 KB
Volume
70
Category
Article
ISSN
0006-3444

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πŸ“œ SIMILAR VOLUMES

Likelihood Ratio and Cumulative Sum Test
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✍ H.J. Kim πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 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