Null Distributions of the Quasi-Bayesian Test Statistics

by Reza Habibi.

Abstract: Consider a sequence of independent observations that is susceptible to a change in the distributions. It is interested to test if the distributions are changed after an unknown point. Two quasi-Bayesian-type statistics are derived. Both test procedures are locally most powerful. The asymptotic null distribution of test statistics are given. Numerical critical points of the test statistics are tabulated for certain selected values of the sample sizes.

Key Words: Change point; Kiefer process; Locally most powerful; Quasi-Bayesian; Response surface regressions

Author:
Reza Habibi, rezahabibi2681@yahoo.com

Editor: Muthukrishnan,R. muthukrishnan70@rediffmail.com

READING THE ARTICLE: You can read the article in portable document (.pdf) format (103350 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed times since .


Return to the InterStat Home Page.