Summary
We consider tests based on one observation on each of N ≥ 2 random vectors x 1,…,x N to decide if the mean vectors μ of the x i’s are all equal against the alternative that a change has occurred at some unknown point r, (i.e., μ 1 = μ2 =… = μ r ≠ μ r+1 =…= μ N). The x i’s are assumed to be normally distributed with common unknown covariance. An estimate of the change point r is also given.
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© 1981 D. Reidel Publishing Company
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Srivastava, M.S. (1981). On Tests for Detecting Change in the Multivariate Mean. In: Taillie, C., Patil, G.P., Baldessari, B.A. (eds) Statistical Distributions in Scientific Work. NATO Advanced study Institutes Series, vol 79. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8552-0_15
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DOI: https://doi.org/10.1007/978-94-009-8552-0_15
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