Some General Results on Time-Ordered Classification
Abstract
The paper examines some properties of inference about the point in a sequence of random variables at which a distribution change occurs. Three particular aspects are considered: asymptotic theory, approximations to test power, and use of discriminant functions other than the likelihood ratio. The discussion is illustrated by some examples.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 30, 1971
- Accession Number
- AD0730502
Entities
People
- D. V. Hinkley
Organizations
- Stanford University