Tests for change-points with epidemic alternatives

Yao, Qiwei (1993) Tests for change-points with epidemic alternatives. Biometrika, 80 (1). pp. 179-191. ISSN 0006-3444. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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The purpose of this paper is to discuss the tests to detect an epidemic alternative in the mean value of a sequence of independent normal variables. Various test statistics, such as the likelihood ratio, the score-like statistic, Levin & Kline's statistic, the semi-likelihood ratio, and the recursive residual, are studied. The large deviation approximations to the significance levels and powers are developed by integrating approximations to conditional boundary crossing probabilities. Some results of Monte Carlo experiments confirm the accuracy of these approximations. A numerical comparison of the different tests is made.

Item Type: Article
Uncontrolled keywords: boundary crossing probability; epidemic alternative; large deviation; likelihood ratio test; recursive residual; score-like statistic
Subjects: Q Science > QH Natural history > QH301 Biology
H Social Sciences > HA Statistics
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science
Depositing User: O.O. Odanye
Date Deposited: 13 Jul 2009 17:27
Last Modified: 25 Jun 2014 14:13
Resource URI: https://kar.kent.ac.uk/id/eprint/20748 (The current URI for this page, for reference purposes)
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