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Original Articles

A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

Pages 2455-2464 | Received 01 Sep 1981, Published online: 26 May 2010
 

Abstract

The problem of testing whether there is a change in location in a sequence of random variables that are taken over time was discussed in several papers. In this paper we develop a conservative nonparametric distribution - free confidence bound for the amount of shift and give some Monte Carlo results to show how conservative the bound is.

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