- Tytuł:
- Distribution Approximations for Cusum and Cusumsq Statistics
- Autorzy:
- Habibi, Reza
- Powiązania:
- https://bibliotekanauki.pl/articles/465719.pdf
- Data publikacji:
- 2010
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
Beta approximated
Change point
Cumulative sum
Cumulative sum of squares Multivariate normal
Response surface regression - Opis:
- The cumulative sum (cusum) is an important statistics in testing for a change point. This paper is concerned with the distribution approximations to the cusum statistic under the null and alternative hypotheses. We also consider distribution approximations for the cumulative sum of squares (cusumsq) test statistics. Finally, a discussion section is given.
- Źródło:
-
Statistics in Transition new series; 2010, 11, 3; 158-168
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł