Confidence regions and tests for a change-point in a sequence of exponential family random variables
指数族独立随机变量序列的变点检验与置信区域
SUMMARY Maximum likelihood methods are used to test for a change in a sequence of independent exponential family random variables, with particular emphasis on the exponential distribution. The exact null and alternative distributions of the test statistics are found, and the power is compared with a test based on a linear trend statistic. Exact and approximate confidence regions for the change-point are based on the values accepted by a level x likelihood ratio test and a…