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Locally optimal invariant tests for change in level

 

作者: Neerchal K. Nagaraj,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1990）
卷期: Volume 19, issue 3  

页码: 869-878

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812894

 

出版商: Marcel Dekker, Inc.

 

关键词: Change point problem;Invariance;Wijsman's representation;Locally best test;Locally best unbiased test

 

数据来源: Taylor

 

摘要:

The classical change point problem is considered, from the invariance point of view. Locally optimal invariant tests are derived for the change in level, when the initial level and the common variance are assumed to be unknown. The tests derived by Chernoff and Zacks (1964) and Gardner (1969), for the change in level, when variance is known, are shown to be locally optimal invariant tests.

 

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