Exact test for an epidemic change in a sequence of exponentially distributed random variables.

Lai Kim Fung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 55-57). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Likelihood Ratio Test Statistic --- p.6 === Chapter 2.1 --- Introduction...

Full description

Bibliographic Details
Other Authors: Lai, Kim Fung.
Format: Others
Language:English
Chinese
Published: 2005
Subjects:
Online Access:http://library.cuhk.edu.hk/record=b5892497
http://repository.lib.cuhk.edu.hk/en/item/cuhk-325353
id ndltd-cuhk.edu.hk-oai-cuhk-dr-cuhk_325353
record_format oai_dc
spelling ndltd-cuhk.edu.hk-oai-cuhk-dr-cuhk_3253532019-03-05T03:34:34Z Exact test for an epidemic change in a sequence of exponentially distributed random variables. Change-point problems Sequences (Mathematics) Random variables Lai Kim Fung. Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. Includes bibliographical references (leaves 55-57). Abstracts in English and Chinese. Chapter 1 --- Introduction --- p.1 Chapter 2 --- Likelihood Ratio Test Statistic --- p.6 Chapter 2.1 --- Introduction --- p.6 Chapter 2.2 --- Formulation --- p.6 Chapter 2.3 --- Likelihood Ratio Type Statistic --- p.7 Chapter 2.4 --- Dirichlet Distribution --- p.8 Chapter 2.5 --- Edgeworth Expansion --- p.12 Chapter 3 --- Divided Difference --- p.15 Chapter 3.1 --- Introduction --- p.15 Chapter 3.2 --- Definition of Divided Difference --- p.15 Chapter 3.3 --- Theorem --- p.17 Chapter 3.4 --- Proof of the Theorem --- p.18 Chapter 3.5 --- Application of Theorem --- p.19 Chapter 4 --- Computational Results --- p.22 Chapter 4.1 --- Introduction --- p.22 Chapter 4.2 --- Critical Values for Moderate and Large Sample Sizes --- p.22 Chapter 4.3 --- Critical Values for Small Sample Sizes --- p.23 Chapter 4.3.1 --- Exact Critical Values --- p.23 Chapter 4.3.2 --- Edgeworth Expansion Results --- p.23 Chapter 4.3.3 --- Simulation Results --- p.23 Chapter 4.4 --- Power --- p.24 Chapter 5 --- Illustrative Examples --- p.29 Chapter 5.1 --- Stanford Heart Transplant Data --- p.29 Chapter 5.1.1 --- The Data --- p.29 Chapter 5.1.2 --- Result --- p.31 Chapter 5.2 --- Air Conditioning Data --- p.31 Chapter 5.2.1 --- The Data --- p.31 Chapter 5.2.2 --- Result --- p.32 Chapter 5.3 --- Insulating Fluid Failure Data --- p.33 Chapter 5.3.1 --- The Data --- p.33 Chapter 5.3.2 --- Result --- p.33 Chapter 6 --- Conclusion and Further Research Topic --- p.35 Chapter 6.1 --- Conclusion --- p.35 Chapter 6.2 --- Further Research Topic --- p.38 Appendix A --- p.39 Appendix B --- p.46 Bibliography --- p.55 Lai, Kim Fung. Chinese University of Hong Kong Graduate School. Division of Statistics. 2005 Text bibliography print vii, 57 leaves : ill. ; 30 cm. cuhk:325353 http://library.cuhk.edu.hk/record=b5892497 eng chi Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) http://repository.lib.cuhk.edu.hk/en/islandora/object/cuhk%3A325353/datastream/TN/view/Exact%20test%20for%20an%20epidemic%20change%20in%20a%20sequence%20of%20exponentially%20distributed%20random%20variables.jpghttp://repository.lib.cuhk.edu.hk/en/item/cuhk-325353
collection NDLTD
language English
Chinese
format Others
sources NDLTD
topic Change-point problems
Sequences (Mathematics)
Random variables
spellingShingle Change-point problems
Sequences (Mathematics)
Random variables
Exact test for an epidemic change in a sequence of exponentially distributed random variables.
description Lai Kim Fung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 55-57). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Likelihood Ratio Test Statistic --- p.6 === Chapter 2.1 --- Introduction --- p.6 === Chapter 2.2 --- Formulation --- p.6 === Chapter 2.3 --- Likelihood Ratio Type Statistic --- p.7 === Chapter 2.4 --- Dirichlet Distribution --- p.8 === Chapter 2.5 --- Edgeworth Expansion --- p.12 === Chapter 3 --- Divided Difference --- p.15 === Chapter 3.1 --- Introduction --- p.15 === Chapter 3.2 --- Definition of Divided Difference --- p.15 === Chapter 3.3 --- Theorem --- p.17 === Chapter 3.4 --- Proof of the Theorem --- p.18 === Chapter 3.5 --- Application of Theorem --- p.19 === Chapter 4 --- Computational Results --- p.22 === Chapter 4.1 --- Introduction --- p.22 === Chapter 4.2 --- Critical Values for Moderate and Large Sample Sizes --- p.22 === Chapter 4.3 --- Critical Values for Small Sample Sizes --- p.23 === Chapter 4.3.1 --- Exact Critical Values --- p.23 === Chapter 4.3.2 --- Edgeworth Expansion Results --- p.23 === Chapter 4.3.3 --- Simulation Results --- p.23 === Chapter 4.4 --- Power --- p.24 === Chapter 5 --- Illustrative Examples --- p.29 === Chapter 5.1 --- Stanford Heart Transplant Data --- p.29 === Chapter 5.1.1 --- The Data --- p.29 === Chapter 5.1.2 --- Result --- p.31 === Chapter 5.2 --- Air Conditioning Data --- p.31 === Chapter 5.2.1 --- The Data --- p.31 === Chapter 5.2.2 --- Result --- p.32 === Chapter 5.3 --- Insulating Fluid Failure Data --- p.33 === Chapter 5.3.1 --- The Data --- p.33 === Chapter 5.3.2 --- Result --- p.33 === Chapter 6 --- Conclusion and Further Research Topic --- p.35 === Chapter 6.1 --- Conclusion --- p.35 === Chapter 6.2 --- Further Research Topic --- p.38 === Appendix A --- p.39 === Appendix B --- p.46 === Bibliography --- p.55
author2 Lai, Kim Fung.
author_facet Lai, Kim Fung.
title Exact test for an epidemic change in a sequence of exponentially distributed random variables.
title_short Exact test for an epidemic change in a sequence of exponentially distributed random variables.
title_full Exact test for an epidemic change in a sequence of exponentially distributed random variables.
title_fullStr Exact test for an epidemic change in a sequence of exponentially distributed random variables.
title_full_unstemmed Exact test for an epidemic change in a sequence of exponentially distributed random variables.
title_sort exact test for an epidemic change in a sequence of exponentially distributed random variables.
publishDate 2005
url http://library.cuhk.edu.hk/record=b5892497
http://repository.lib.cuhk.edu.hk/en/item/cuhk-325353
_version_ 1718990317654376448