A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 12 (21) , 2455-2464
- https://doi.org/10.1080/03610928308828612
Abstract
The problem of testing whether there is a change in location in a sequence of random variables that are taken over time was discussed in several papers. In this paper we develop a conservative nonparametric distribution - free confidence bound for the amount of shift and give some Monte Carlo results to show how conservative the bound is.Keywords
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