Open Access
January, 1975 On Tests for Detecting Change in Mean
Ashish Sen, Muni S. Srivastava
Ann. Statist. 3(1): 98-108 (January, 1975). DOI: 10.1214/aos/1176343001


Procedures are considered for testing whether the means of each variable in a sequence of independent random variables can be taken to be the same, against alternatives that a shift might have occurred after some point $r$. Bayesian test statistics as well as some statistics depending on estimates of $r$ are presented and their powers compared. Exact and asymptotic distribution functions are derived for some of the Bayesian statistics.


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Ashish Sen. Muni S. Srivastava. "On Tests for Detecting Change in Mean." Ann. Statist. 3 (1) 98 - 108, January, 1975.


Published: January, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0305.62014
MathSciNet: MR362649
Digital Object Identifier: 10.1214/aos/1176343001

Primary: 62F05
Secondary: 62E15 , 62E20 , 62E25 , 62G10

Keywords: comparison of powers by simulation , Detecting a change in mean , distribution of test statistics

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 1 • January, 1975
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