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Some Tests on a Single Change in Independent Copies of Short Sequences: A Cancer Diagnostic Study
Author(s) -
Faupel M.,
Hsu Y. S.,
Jin J.,
Long D.
Publication year - 1997
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710390106
Subject(s) - statistics , variance (accounting) , mathematics , likelihood ratio test , statistical hypothesis testing , statistical power , maximum likelihood , econometrics , accounting , business
Testing a single change in mean or variance when the observations are n independent short sequences has not been fully researched in the literature. Two statistical tests, max t and modified likelihood radtio, are used in this study. Power comparisons and examples are also given. As expected the modified likelihood ratio test yields the largest power. However, with the assumptions we have in the examples, the max t might be the optimal method to use. The max t may prove useful in assessing departures from the steady state in which the data are short sequences of diagnostic information.