NONPARAMETRIC APPROACH TO THE CHANGE-POINT PROBLEM.

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Abstract

The distribution and power of a nonparametric statistic for testing change in the distribution of a sequence of observations are explored through a simulation study. Exact critical values and an approximation to the critical values are given. The statistic is compared to the one developed by Sen and Srivastava.

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APA

Hertsgaard, D., & Janardan, K. G. (1984). NONPARAMETRIC APPROACH TO THE CHANGE-POINT PROBLEM. In Modeling and Simulation, Proceedings of the Annual Pittsburgh Conference (pp. 1033–1038). ISA.

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