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Technometrics Volume 17, 1975 - Issue 1
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Original Articles

Some One-Sided Tests for Change in Level

Ashish Sen University of Illinois at Chicago, Circle College of Urban Sciences Box 4348, Chicago, lllinois, 60680
&
Muni S. Srivastava Department of Mathematics, University of Toronto, 100 St. George Street, Toronto, Ontario, Canada, M5S IA1
Pages 61-64 | Published online: 09 Apr 2012

References

  • Bhattacharya , G. K. and Johnson , R. A. 1968 . “Non-parametric Tests for Shift at an Unknown Point,” . Annals Math. Statist. , 39 : 1731 – 1743 .
  • Box , G. E. P. and Tiao , G. C. 1965 . “A Change in Level of a Non-stationary Time Series,” . Biometrika , 52 : 181 – 192 .
  • Chernoff , H. and Zacks , S. 1964 . “Estimating the Current Mean of a Normal Distribution which is Subject to Changes in Time,” . Annals Math. Statist. , 35 : 999 – 1018 .
  • Gardner , L. A. 1969 . “On Detecting Changes in the Mean of Normal Variates,” . Annals Math. Statist. , 40 : 116 – 126 .
  • Illinois Department of Transportation . 1972 . Illinois Motor Vehicle Accident Facts Springfield , Illinois
  • Hinkley , D. V. 1970 . “Inference About the Change Point in a Sequence of Random Variables,” . Biometrika , 57 : 1 – 17 .
  • Hinkley , D. V. 1972 . “Time Ordered Classification,” . Biometrika , 59 : 509 – 523 .
  • Koopmans , T. C. 1942 . “Serial Correlation and Quadratic Forms in Normal Variables.” . Annals Math. Statist. , 13 : 14 – 33 .
  • Mulholland , H. P. 1970 . “On Singularities of Sampling Distribution, in Particular for Ratios of Quadratic Forms,” . Biometrika , 57 : 155 – 174 .
  • Page , E. S. 1955 . “A Test for a Change in a Parameter Occurring at an Unknown Point,” . Biometrika , 42 : 523 – 526 .
  • Sen , A. and Srivastava , M. S. 1974 . “On Tests for Detecting Change in Mean,” to be published in Annals of Statist.
  • Sen , A. and Srivastava , M. S. 1973 . “On Multivariate Tests for Detecting Change in Mean,” to be published in Sankhya, Ser. A, 35.
  • Sen , A. and Srivastava , M. S. 1973 . “Tests for Change in Mean for Normal Case: Variance Unknown,” to be published in Annals of Math. Statist.
  • Wilks , S. S. 1962 . Math. Statist. New York : Wiley. .

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