Inference about the Change-Point from Cumulative Sum Tests.

Abstract

The point of change in mean in a sequence of normal random variables can be estimated from a cumulative sum test scheme. The asymptotic distribution of this estimate and associated test statistics are derived and numerical results given. The relation to likelihood inference is emphasized. Asymptotic results are compared with empirical sequential results, and some practical implications are discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 09, 1971
Accession Number
AD0729006

Entities

People

  • D. V. Hinkley

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Data Science
  • Information Science
  • Mathematics
  • Random Variables
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms