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Journal of the American Statistical Association Volume 72, 1977 - Issue 357
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Theory and Method

Testing a Sequence of Observations for a Shift in Location

Douglas M. Hawkins University of the Witwatersrand, Johannesburg, 2001, South Africa
Pages 180-186 | Received 01 May 1974, Published online: 06 Apr 2012
 
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Abstract

A possible alternative to the hypothesis that the sequence X 1, X 2, …, Xn are 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.

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