Abstract
In the classical formulation of the single change-point problem , there is a sequence X 1, …, X n of independent continuous random variables such that the X i for i ≤ τ have a common distribution function \(F_{1}\left (x\right )\) and those for i > τ a common distribution \(F_{2}\left (x\right )\). It is of interest to test the hypothesis of “no change,” i.e., τ = n against the alternative of a change, 1 ≤ τ < n.
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Alvo, M., Yu, P.L.H. (2018). Multiple Change-Point Problems. In: A Parametric Approach to Nonparametric Statistics. Springer Series in the Data Sciences. Springer, Cham. https://doi.org/10.1007/978-3-319-94153-0_10
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DOI: https://doi.org/10.1007/978-3-319-94153-0_10
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