Title :
Change Point Analysis for Sequence of Normal MeansBased on Multiple Comparison Procedure
Author :
Imada, Tsunehisa ; Douke, Hideyuki
Author_Institution :
Kyushu Tokai Univ.
fDate :
Aug. 30 2006-Sept. 1 2006
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;
Conference_Titel :
Innovative Computing, Information and Control, 2006. ICICIC '06. First International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7695-2616-0
DOI :
10.1109/ICICIC.2006.61
