The likelihood ratio test for the change point problem for exponentially distributed random variables

DOI10.1016/0304-4149(87)90009-3zbMath0671.62019OpenAlexW2152802491WikidataQ57065072 ScholiaQ57065072MaRDI QIDQ1119304

Sara van de Geer, Evert Meelis, Patsy Haccou

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/2451

zbMATH Keywords

propertiessimulationexponential distributionlikelihood ratio testpowerextreme value distributionBahadur efficiencychange point problemPitman efficiencyasymptotic null-distributionnormed uniform quantile process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items

\(\phi\)-divergence based procedure for parametric change-point problems, On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations, INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES, ON CHANGE POINT DETECTION AND ESTIMATION, ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE, On detecting change in likelihood ratio ordering, Change point detection and estimation methods under gamma series of observations, The likelihood ratio test for the change point problem for exponentially distributed random variables, Approximations for the time of change and the power function in change-point models, Change point estimation in an \(M/M/2\) queue with heterogeneous servers, Change-point analysis with bathtub shape for the exponential distribution, Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models, Change points with linear trend for the exponential distribution, Maximum likelihood estimation of a change-point for exponentially distributed random variables., Unnamed Item, Non-parametric testing for the number of change points in a sequence of independent random variables, An application of the maximum likelihood test to the change-point problem

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