Accession Number : AD0729006

Title :   Inference about the Change-Point from Cumulative Sum Tests.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Hinkley,D. V.

Report Date : 09 AUG 1971

Pagination or Media Count : 34

Abstract : The point of change in mean in a sequence of normal random variables can be estimated from a cumulative sum test scheme. The asymptotic distribution of this estimate and associated test statistics are derived and numerical results given. The relation to likelihood inference is emphasized. Asymptotic results are compared with empirical sequential results, and some practical implications are discussed. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, MATHEMATICAL PREDICTION), QUALITY CONTROL, MONTE CARLO METHOD, RANDOM VARIABLES, STATISTICAL TESTS, SAMPLING, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE