Testing for a Change Point.

Abstract

A nonparametric procedure based on differences of averages is proposed to test for a change in the location parameter of the distribution for a sequence of independent random variables. we assume that at most one change may have occurred and that the point of change is an unknown parameter; the initial value of the location parameter is assumed known. The emphasis is on obtaining a method of testing for a change point for small sample sizes which is easy to use and which will detect a change quickly. Exact critical regions are tabulated for n < or = 20; the power of the tests and properties of the estimator for the change point are studied. Appropriate design of experiments for detecting change points are suggested. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1980
Accession Number
ADA087111

Entities

People

  • Nancy Jean Farden

Organizations

  • Colorado State University

Tags

Communities of Interest

  • Biomedical
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Classification
  • Colorado
  • Computations
  • Covariance
  • Detection
  • Estimators
  • Experimental Design
  • Intervals
  • Military Research
  • Missouri
  • Missouri River
  • Probability
  • Random Variables
  • Sampling
  • Statistics
  • Test And Evaluation
  • United States

Fields of Study

  • Mathematics

Readers

  • Mathematics or Statistics
  • Statistical inference.