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

DOI10.1016/0047-259X(89)90057-2zbMath0688.62018OpenAlexW2073166362MaRDI QIDQ1263897

Lajos Horváth

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90057-2

zbMATH Keywords

likelihood ratio testBrownian bridgeextreme value distributionGumbel distributionchange pointdouble exponential distributionnormalizing sequencescentralizingcumulative sums tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items

Analysis of symbolic sequences using the Jensen-Shannon divergence, The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations, Change-point detection in multinomial data using phi-divergence test statistics, Structural changes in autoregressive models for binary time series, Double-sampling control charts for attributes, Perpetuities and asymptotic change-point analysis, Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives, An application of the maximum likelihood test to the change-point problem

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