THE POWER OF LIKELIHOOD RATIO AND CUMULATIVE SUM TESTS FOR A CHANGE IN A BINOMIAL PROBABILITY
成果类型：
Article
署名作者：
WORSLEY, KJ
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1983
页码：
455464
关键词：
摘要：
A simple iterative procedure is found for the exact null and alternative distributions of likelihood ratio, cumulative sum and related statistics for testing for a change in probability of a sequence of independent binomial random variables. The likelihood ratio test is slightly less powerful than the cumulative sum test near the middle of the sequence, but that the likelihood ratio test is much more powerful near the ends. An example from epidemiology is used. Under certain conditions the cumulative sum test is identical to a 2-sample Kolmogorov-Smirnov test and so the iterative procedure can be used to find the null distribution of Kolmogorov-Smirnov and related statistics.