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A New Change-Point Rank Tests
Volume 5, Issue 3 (2007), pp. 379–392
Abd-Elnaser S. Abd-Rabou   Ahmed M. Gad  

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https://doi.org/10.6339/JDS.2007.05(3).342
Pub. online: 12 July 2021      Type: Research Article      Open accessOpen Access

Published
12 July 2021

Abstract

Abstract: A new rank-based test statistics are proposed for the problem of a possible change in the distribution of independent observations. We extend the two-sample test statistic of Damico (2004) to the change point setup. The finite sample critical values of the proposed tests is estimated. We also conduct a Monte Carlo simulation to compare the powers of the new tests with their competitors. Using the Nile data of Cobb (1978), we demonstrate the applicability of the new tests.

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Journal of data science

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