TESTS FOR CHANGE-POINTS WITH EPIDEMIC ALTERNATIVES
TESTS FOR CHANGE-POINTS WITH EPIDEMIC ALTERNATIVES
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DOI：
10.1093/biomet/80.1.179
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发表时间：
1993-03-01
期刊：
影响因子：
2.7
通讯作者：
YAO, QW
中科院分区：
文献类型：
--
作者：
YAO, QW
本文的目的是讨论检验独立正态变量序列均值中的流行病替代的检验问题。研究了各种检验统计量，如似然比、类得分统计量、Levin&Kline统计量、半似然比和递归残差。通过对条件越界概率的近似进行积分，得到了重要程度和功率的大偏差近似。蒙特卡罗实验的一些结果证实了这些近似的准确性。并对不同试验进行了数值比较。
The purpose of this paper is to discuss the tests to detect an epidemic alternative in the mean value of a sequence of independent normal variables. Various test statistics, such as the likelihood ratio, the score-like statistic, Levin & Kline's statistic, the semi-likelihood ratio, and the recursive residual, are studied. The large deviation approximations to the significance levels and powers are developed by integrating approximations to conditional boundary crossing probabilities. Some results of Monte Carlo experiments confirm the accuracy of these approximations. A numerical comparison of the different tests is made.