Change-Point Problem With Correlated Observations, With an Application in Material Accountancy
作者:
Robin Henderson,
期刊:
Technometrics
(Taylor Available online 1986)
卷期:
Volume 28,
issue 4
页码: 381-389
ISSN:0040-1706
年代: 1986
DOI:10.1080/00401706.1986.10488156
出版商: Taylor & Francis Group
关键词: Correlation;Locally most powerful testing;Bayesian estimation;Nuclear safeguards
数据来源: Taylor
摘要:
Techniques are developed for the change-point problem when the data are a series of correlated normal variables, combining locally most powerful testing with Bayesian estimation. The approach is applied to a nuclear materials accounting problem. The effect of correlation on change-point tests is examined.
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