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  1. 1 Statistics in Transition new series

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  1. 1 Habibi R.

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  1. 1 2010

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Distribution Approximations for Cusum and Cusumsq Statistics

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Habibi R.
Statistics in Transition new series
|
2010
|
vol. 11
|
issue 3
158-168
EN
The cumulative sum (cusum) is an important statistics in testing for a change point. This paper is concerned with the distribution approximations to the cusum statistic under the null and alternative hypotheses. We also consider distribution approximations for the cumulative sum of squares (cusumsq) test statistics. Finally, a discussion section is given.
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