An unknown change point and goodness of fit

James Freeman

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper we describe a procedure for detecting a systematic change in mean for a series of normal random varaiables. The procedure is based on a goodness of fit argument. An informal test for an unknown change point is developed. The procedure is found to be appropriate to problems in which the change point occurs near the beginning or end of a data series.
Original languageEnglish
Title of host publicationhost publication
Publication statusPublished - Jun 1985
EventStatistical Modelling - St John's College, Cambridge, England
Duration: 26 Jun 198529 Jun 1985

Conference

ConferenceStatistical Modelling
CitySt John's College, Cambridge, England
Period26/06/8529/06/85

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