Testing a sequence of observations for a shift in location

Douglas M. Hawkins

Research output: Contribution to journalArticlepeer-review

227 Scopus citations


A possible alternative to the hypothesis that the sequence X1, X2, …, Xnare iid N(ξ, σ2) random variables is that at some unknown instant the expectation ξ shifts. The likelihood ratio test for the alternative of a location shift is studied and its distribution under the null hypothesis found. Tables of standard fractiles are given, along with asymptotic results. © 1977, Taylor & Francis Group, LLC.

Original languageEnglish (US)
Pages (from-to)180-186
Number of pages7
JournalJournal of the American Statistical Association
Issue number357
StatePublished - 1977


  • Location shift
  • Segmentation
  • Testing for change-point


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