Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Testing Procedure for Scale Shift at an Unknown Time Point

  • Song, Il-Seong (Professor, Department of Statistics, Sungshim Women's University, Seoul, 136-742)
  • Published : 1996.04.01
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Abstract

A testing procedure is considered to the problem of testing whether there exists a shift in scale at an unknown time point whem a fixed number of observations are drawn successively in time. A test statistic based on squared ranks test for equal variances is suggested and its aymptotic distrbution is dereived. Small sample power comparisons are performed.

Keywords

References

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