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INFERENCE

Change Point Detection in a General Class of Distributions

, &
Pages 1935-1938 | Received 10 Mar 2004, Accepted 15 Apr 2005, Published online: 02 Sep 2006
 

ABSTRACT

We consider the change point problem in a general class of distributions, and derive a test statistic T n which reduces to the statistic obtained by Kander and Zacks (Citation1966) for the exponential family. Properties of the test, including its asymptotic distribution, are discussed.

Mathematics Subject Classification:

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