Tests for a Change Point in the Shape Parameter of Gamma Random Variables

DOI10.1081/STA-120028728zbMath1066.62029MaRDI QIDQ3155296

Asoka Ramanayake

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)

Related Items

Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC ⋮ A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals ⋮ Accurate tests and intervals based on linear cusum statistics

Cites Work

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• Approximate tail probabilities for the maxima of some random fields
• Asymptotic distributions of maximum likelihood tests for change in the mean
• Confidence Sets in Change-Point Problems
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
• Change points with linear trend for the exponential distribution

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