On the Likelihood Ratio Test for a Shift in Location of Normal Populations

DOI10.2307/2286336zbMath0429.62018OpenAlexW4244579272MaRDI QIDQ5904314

Keith J. Worsley

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286336

zbMATH Keywords

likelihood ratio testsegmentationnormal populationsnull distributionlocation shiftstandard percentage pointstesting for change-point

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)

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Distributions of Bayes-type change-point statistics under polynomial regression ⋮ Likelihood ratio test change-point detection in the skew slash distribution ⋮ Distributed estimation and its fast algorithm for change-point in location models* ⋮ Bayesian criteria for discriminating among regression models with one possible change point ⋮ Ratio detection for mean change in α mixing observations ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ An efficient algorithm for estimating a change-point ⋮ Testing for change in mean of independent multivariate observations with time varying covariance ⋮ Application of the bootstrap method for change points analysis in generalized linear models

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