Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean
证明了独立随机变量均值变化的最大似然检验的极限分布是Gumbel分布，并解释了最大似然方法在尾部为何非常有效。
For the maximum likelihood tests for a change in the mean of independent random variables, it is proved that the limit distribution is a double exponential, i.e. Gumbel, distribution. Our results also explain why the maximum likelihood methods are very powerful on the tails.