alexa On Tests for Detecting Change in Mean
Biomedical Sciences

Biomedical Sciences

International Journal of Biomedical Data Mining

Author(s): Ashish Sen, Muni S Srivastava

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Procedures are considered for testing whether the means of each variable in a sequence of independent random variables can be taken to be the same, against alternatives that a shift might have occurred after some point rr. Bayesian test statistics as well as some statistics depending on estimates of rr are presented and their powers compared. Exact and asymptotic distribution functions are derived for some of the Bayesian statistics.

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This article was published in The Annals of Statistics and referenced in International Journal of Biomedical Data Mining

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