Research Article
Detecting Changes under Multivariate Normal Distributions via the Generalized Inference
Algorithm 2
The Bonferroni inequality method for (
13).
| Inputs: | | The sample , the threshold values , and the nominal level . | | Steps: | (1) | For : | | Use sample to compute the -value for testing | | | by the generalized inference approach in Section 2. | | End loop. | (2) | Reject the null hypotheses if . |
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