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dc.contributor.authorBhatti, Ishaq
dc.contributor.authorWang, Jinglong
dc.date.accessioned2018-11-14T12:31:00Z
dc.date.available2018-11-14T12:31:00Z
dc.date.issued1998
dc.identifier.issn0390-590X
dc.identifier.doi10.6092/issn.1973-2201/1080
dc.identifier.urihttp://hdl.handle.net/10072/121826
dc.description.abstractThis paper considers the problem of testing for a change point in variance of the sequence of normal random variables with unknown means. We construct three tests, namely, L-test derived from Lehmann's (1951) U-statistic, B-test obtained from Bayesian method and R-test derived by using the maximum likelihood ratio technique. Simulation studies were carried out to calculate the approximate critical values and the power of these tests. An empirical power comparison of these tests suggest that the power of the B-test is generally better than its competitors, the other two tests.
dc.description.peerreviewedYes
dc.languageEnglish
dc.publisherCooperativa Libraria Universitaria Editrice Bologna
dc.publisher.placeItaly
dc.publisher.urihttps://www.ibs.it/libri/editori/cooperativa-libraria-universitaria-editrice-bologna
dc.relation.ispartofpagefrom127
dc.relation.ispartofpageto137
dc.relation.ispartofissue1
dc.relation.ispartofjournalStatistica
dc.relation.ispartofvolume58
dc.titlePower comparison of some tests for testing change point
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyAn Unassigned Group, An Unassigned Department
gro.hasfulltextNo Full Text
gro.griffith.authorBhatti, Ishaq


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