Testing a Sequence of Observations for a Shift in Location

作者: Douglas M. Hawkins

DOI: 10.1080/01621459.1977.10479935

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摘要: Abstract A possible alternative to the hypothesis that sequence X 1, 2, …, Xn are iid N(ξ, σ2) random variables is at some unknown instant expectation ξ shifts. The likelihood ratio test for of a location shift studied and its distribution under null found. Tables standard fractiles given, along with asymptotic results.

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