Journal ArticleDOI
The asymptotic power function of GLR tests for local change of parameter
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TLDR
In this article, three parametric models of distributions are considered; the one parameter exponential family, the location parameter family, and the scale parameter family and the test statistics are shown to converge (in distribution) to the supremum of Brownian motion process, with or without a change-point according to the alternative and the null hypothesis respectively.About:
This article is published in Journal of Statistical Planning and Inference.The article was published on 1990-11-01. It has received 8 citations till now. The article focuses on the topics: Nuisance parameter & Scale parameter.read more
Citations
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Journal ArticleDOI
Convergence of Probability Measures
TL;DR: Convergence of Probability Measures as mentioned in this paper is a well-known convergence of probability measures. But it does not consider the relationship between probability measures and the probability distribution of probabilities.
Journal ArticleDOI
Change-Point Problems: Bibliography and Review
TL;DR: In this article, five types of change point problems concerning change in mean, variance, slope, hazard rate, and space-time distribution are briefly reviewed and a list of comprehensive bibliography is provided.
Journal ArticleDOI
An explicit expression for the distribution of the supremum of brownian motion with a change point
TL;DR: In this paper, the authors derive explicit expressions to distributions of the supremum of Brownian motion processes having a change point, which is characterized by a drift parameter which is subjected to a change over time.
Journal ArticleDOI
Change Detection in a Distillation Column Based on the Generalized Likelihood Ratio Approach
TL;DR: From the experimental results, it is observed that the proposed FD method based on the combination of Generalized Likelihood Ration Test (GLRT) and Artificial Neural Networks (ANNs) is able to detect the process status effectively.
Journal ArticleDOI
Application of the Generalized Likelihood Ratio Test for Detecting Changes in a Chemical Reactor
TL;DR: In this paper, a generalized likelihood ratio (GLR) test is applied to a nonlinear system such as stirred reactors in the presence of exothermic chemical reactions and the abnormal behavior of a chemical reactor due to two different faults in its control parameters is examined.
References
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Book
Convergence of Probability Measures
TL;DR: Weak Convergence in Metric Spaces as discussed by the authors is one of the most common modes of convergence in metric spaces, and it can be seen as a form of weak convergence in metric space.
Book
Testing statistical hypotheses
TL;DR: The general decision problem, the Probability Background, Uniformly Most Powerful Tests, Unbiasedness, Theory and First Applications, and UNbiasedness: Applications to Normal Distributions, Invariance, Linear Hypotheses as discussed by the authors.
Journal ArticleDOI
Convergence of Probability Measures
TL;DR: Convergence of Probability Measures as mentioned in this paper is a well-known convergence of probability measures. But it does not consider the relationship between probability measures and the probability distribution of probabilities.
Book
Convergence of stochastic processes
TL;DR: In this paper, the authors define a functional on Stochastic Processes as random functions and propose a uniform convergence of empirical measures in Euclidean spaces, based on the notion of convergence in distribution.
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