EconPapers    
Economics at your fingertips  
 

Distribution Approximations for Cusum and Cusumsq Statistics

Reza Habibi ()

Statistics in Transition new series, 2010, vol. 11, issue 3, 585-596

Abstract: 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.

Keywords: Beta approximated; Change point; Cumulative sum; Cumulative sum of squares; Multivariate normal; Response surface regression (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://index.stat.gov.pl/repec/files/csb/stintr/csb_stintr_v11_2010_i3_n9.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:csb:stintr:v:11:y:2010:i:3:p:585-596

Access Statistics for this article

Statistics in Transition new series is currently edited by Włodzimierz Okrasa

More articles in Statistics in Transition new series from Główny Urząd Statystyczny (Polska) Contact information at EDIRC.
Bibliographic data for series maintained by Beata Witek ( this e-mail address is bad, please contact ).

 
Page updated 2021-03-28
Handle: RePEc:csb:stintr:v:11:y:2010:i:3:p:585-596