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The trouble with likelihood ratios

✍ Scribed by Jef Van den Ende; Juan Moreira; Paulin Basinga; Zeno Bisoffi


Book ID
117289996
Publisher
The Lancet
Year
2005
Tongue
English
Weight
38 KB
Volume
366
Category
Article
ISSN
0140-6736

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Sequential change-point detection with l
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We consider the problem of sequential change-point detection when the family of distributions is exponential, and distinguish between parameters of interest, and nuisance parameters. Likelihood ratios are used as test statistics, and their large sample approximations under the alternative hypothesis