The likelihood ratio test for the change point problem for exponentially distributed random variables
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- Khowaja, Kainat & Saef, Danial & Sizov, Sergej & Härdle, Wolfgang Karl, 2020. "Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition," IRTG 1792 Discussion Papers 2020-026, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Xia Cai & Khamis Khalid Said & Wei Ning, 2016. "Change-point analysis with bathtub shape for the exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2740-2750, November.
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Bahadur efficiency change point problem exponential distribution likelihood ratio test normed uniform quantile process power properties;Statistics
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