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Tests for change-points with epidemic alternatives. (English) Zbl 0771.62080

Summary: The purpose of this paper is to discuss the tests to detect an epidemic alternative in the mean value of a sequence of independent normal variables. Various test statistics, such as the likelihood ratio, the score-like statistic, B. Levin and J. Kline’s statistic [Stat. Med. 4, 469-488 (1985)], the semi-likelihood ratio, and the recursive residual, are studied. The large deviation approximations to the significance levels and powers are developed by integrating approximations to conditional boundary crossing probabilities. Some results of Monte Carlo experiments confirm the accuracy of these approximations. A numerial comparison of the different tests is made.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
62F03 Parametric hypothesis testing
92D30 Epidemiology
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