Null Distributions of the Quasi-Bayesian Test Statistics
by Reza Habibi.
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.
Change point; Kiefer process; Locally most powerful; Quasi-Bayesian; Response surface regressions
Reza Habibi, email@example.com
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