AbstractTesting a single change in mean or variance when the observations arenindependent short sequences has not been fully researched in the literature. Two statistical tests, maxtand modified likelihood radtio, are used in this study. Power comparisons and examples are also given. As expected the modified likelihood ratio test yields the largest power. However, with the assumptions we have in the examples, the maxtmight be the optimal method to use. The maxtmay prove useful in assessing departures from the steady state in which the data are short sequences of diagnostic information.