Univariate Normal Model

  • Jie Chen
  • A. K. Gupta


Let x 1, x 2, ..., x n be a sequence of independent normal random variables with parameters \( ({\mu _1},\sigma _1^2),\;({\mu _2},\sigma _2^2),\;...,\;({\mu _n},\sigma _n^2) \), respectively. In this chapter, different types of change point problems with regard to the mean, variance, and mean and variance will be discussed in the upcoming sections.


Change Point Variance Change Iterate Logarithm Change Point Analysis Asymptotic Null Distribution 
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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Jie Chen
    • 1
  • A. K. Gupta
    • 2
  1. 1.Department of Mathematics and StatisticsUniversity of Missouri-Kansas CityKansas CityUSA
  2. 2.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA

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