DocumentCode
456585
Title
Change Point Analysis for Sequence of Normal MeansBased on Multiple Comparison Procedure
Author
Imada, Tsunehisa ; Douke, Hideyuki
Author_Institution
Kyushu Tokai Univ.
Volume
1
fYear
2006
fDate
Aug. 30 2006-Sept. 1 2006
Firstpage
150
Lastpage
153
Abstract
In this study we consider change point analysis for a sequence of normal means. Specifically we construct a procedure for finding all change points in a single test by using multiple comparison procedure. We determine the critical value for pairwise comparison for a specified significance level. Then we consider the power of the test for our multiple comparison procedure. Finally we give some numerical examples regarding the critical value and the power of the test
Keywords
normal distribution; random processes; sequences; statistical analysis; change point analysis; multiple comparison procedure; normal mean sequence; Analysis of variance; Information analysis; Random variables; Statistical analysis; Statistical distributions; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Innovative Computing, Information and Control, 2006. ICICIC '06. First International Conference on
Conference_Location
Beijing
Print_ISBN
0-7695-2616-0
Type
conf
DOI
10.1109/ICICIC.2006.61
Filename
1691763
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