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On tests for detecting change in mean when variance is unknown. (English) Zbl 0399.62033
MSC:
62F15Bayesian inference
62M07Non-Markovian processes: hypothesis testing
References:
[1]Gardner, L. A. (1969). On detecting changes in the mean of normal variates,Ann. Math. Statist.,40, 116–126. · Zbl 0184.22202 · doi:10.1214/aoms/1177697808
[2]Mulholland, H. P. (1970). On singularities of sampling distributions, in particular for ratios of quadratic forms.Biometrika,57, 155–174. · Zbl 0193.48003 · doi:10.1093/biomet/57.1.155
[3]von Neumann, J. (1941). Distribution of the ratio of the mean square successive difference to the variance,Ann. Math. Statist.,18, 309–348.
[4]Sen, A. K. and Srivastava, M. S. (1973). On multivariate tests for detecting change in mean,Sahkhya A35, 173–186.
[5]Sen, A. K. and Srivastava, M. S. (1975a). On tests for detecting change in mean,Ann. Statist.,3, 98–108. · Zbl 0305.62014 · doi:10.1214/aos/1176343001
[6]Sen, A. K. and Srivastava, M. S. (1975b). Some one-sided tests for change in level,Technometrics,17, 61–64. · Zbl 0294.62023 · doi:10.2307/1268001