Univariate Normal Model

Jie Chen and A. K. Gupta
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Jie Chen: University of Missouri-Kansas City, Department of Mathematics and Statistics
A. K. Gupta: Bowling Green State University, Department of Mathematics and Statistics

Chapter Chapter 2 in Parametric Statistical Change Point Analysis, 2000, pp 5-63 from Springer

Abstract: Abstract Let x 1, x 2, ..., x n be a sequence of independent normal random variables with parameters % MathType!MTEF!2!1!+- % feaaguart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn % hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr % 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9 % vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x % fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiikaiabeY % 7aTnaaBaaaleaacaaIXaaabeaakiaacYcacqaHdpWCdaqhaaWcbaGa % aGymaaqaaiaaikdaaaGccaGGPaGaaiilaiaaygW7caaMe8Uaaiikai % abeY7aTnaaBaaaleaacaaIYaaabeaakiaacYcacqaHdpWCdaqhaaWc % baGaaGOmaaqaaiaaikdaaaGccaGGPaGaaiilaiaaysW7caGGUaGaai % Olaiaac6cacaGGSaGaaGjbVlaacIcacqaH8oqBdaWgaaWcbaGaamOB % aaqabaGccaGGSaGaeq4Wdm3aa0baaSqaaiaad6gaaeaacaaIYaaaaO % Gaaiykaaaa!591E! $$ ({\mu _1},\sigma _1^2),\;({\mu _2},\sigma _2^2),\;...,\;({\mu _n},\sigma _n^2) $$ , respectively. In this chapter, different types of change point problems with regard to the mean, variance, and mean and variance will be discussed in the upcoming sections.

Keywords: Change Point; Variance Change; Iterate Logarithm; Change Point Analysis; Asymptotic Null Distribution (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1007/978-1-4757-3131-6_2

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