TY - JOUR
T1 - Testing a sequence of observations for a shift in location
AU - Hawkins, Douglas M.
PY - 1977
Y1 - 1977
N2 - A possible alternative to the hypothesis that the sequence X1, X2, …, Xnare iid N(ξ, σ2) random variables is that at some unknown instant the expectation ξ shifts. The likelihood ratio test for the alternative of a location shift is studied and its distribution under the null hypothesis found. Tables of standard fractiles are given, along with asymptotic results. © 1977, Taylor & Francis Group, LLC.
AB - A possible alternative to the hypothesis that the sequence X1, X2, …, Xnare iid N(ξ, σ2) random variables is that at some unknown instant the expectation ξ shifts. The likelihood ratio test for the alternative of a location shift is studied and its distribution under the null hypothesis found. Tables of standard fractiles are given, along with asymptotic results. © 1977, Taylor & Francis Group, LLC.
KW - Location shift
KW - Segmentation
KW - Testing for change-point
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U2 - 10.1080/01621459.1977.10479935
DO - 10.1080/01621459.1977.10479935
M3 - Article
SN - 0162-1459
VL - 72
SP - 180
EP - 186
JO - Journal of the American Statistical Association
JF - Journal of the American Statistical Association
IS - 357
ER -