Testing for a change point in a sequence of exponential random variables with repeated values

Abstract

Two test statistics are proposed for the change-point problem with repeated values when the data follow an exponential distribution. The properties of these two statistics have been studied and their asymptotic distributions under the alternative have been derived. The powers of the two test statistics are compared. Real-data examples are presented to illustrate the application of these tests.

Keywords:

• change point
• repeated measures
• likelihood
• exponential distribution
• testing

Acknowledgements

The authors would like to thank the referee for his/her remarks that improved the paper.