Tests for a Change-Point
研究了检验独立正态随机变量序列均值是否发生单一变点的问题，比较了似然比检验和递归残差检验等多种方法，并给出了功效近似公式。
The problem considered is that of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests, such as those based on the likelihood ratio and recursive residuals, are studied. Power approximations are developed by integrating approximations for conditional boundary crossing probabilities. A comparison of several tests is made.