Multiple Comparison Procedure for Change Point Analysis of A Sequence of Normal Means

来源 :2010年第十届中日统计研讨会 | 被引量 : 0次 | 上传用户：huishouzhong2

【摘要】

：

　　Change point analysis which finds change points for a sequence of parameters has been studied by many researchers.Their main results were explained in detai

【作者】

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IMADA Tsunehisa[1]DOUKE Hideyuki[2]

【机构】

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Department of Business Management, Tokai University

【出处】

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2010年第十届中日统计研讨会

【发表日期】

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2010年期

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　　Change point analysis which finds change points for a sequence of parameters has been studied by many researchers.Their main results were explained in detail by Chen and Gupta (2000).Hawkins (1977) proposed a procedure for change point analysis of a sequence of normal means under the assumption that the variance is known.Worsley (1979) developed Hawkins procedure when the variance is unknown.These procedures are constructed based on the likelihood ratio test and enable us to find at most one change point for a specified significance level.

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Multiple Comparison Procedure for Change Point Analysis of A Sequence of Normal Means

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