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.
- Location shift
- Testing for change-point