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Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
Publicado 2015“…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. …”
Enlace del recurso
Tesis -
39
Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
Publicado 2015“…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. …”
Enlace del recurso
Tesis -
40