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Detecting a change in variances - MaRDI portal

Detecting a change in variances (Q3793513)

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scientific article
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Detecting a change in variances
scientific article

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    Detecting a change in variances (English)
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    1988
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    change of variances
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    one-sided alternative
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    comparisons of conservative bounds
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    likelihood ratio test
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    sequence of variances of normal populations
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    Sidak bound
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    Bonferroni bound
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    Worsley bound
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    Monte Carlo method
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