Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Test and Estimation for Exponential Mean Change

  • Kim, Jae-Hee (Department of Statistics, Duksung Women's University)
  • Published : 2008.05.30
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Abstract

This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.

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References

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