Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
The present work proposes a Hypothesis Test to detect a shift in the variance of a series of independent normal observations using a statistic based on the p-values of the F distribution. Since the probability distribution function of this statistic is intractable, critical values were we estimated...
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| Formato: | Tesis |
| Lenguaje: | English |
| Publicado: |
2015
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| Acceso en línea: | http://eprints.uanl.mx/9386/1/1080214884.pdf |