Research Article
Detecting Changes under Multivariate Normal Distributions via the Generalized Inference
| Case (I) | Case (II) | Case (III) | Case (IV) | Testing (1), | Testing (2), | Testing (1), | Testing (2), | | | | | | | | | | | | | | | | |
| 0.061 | 0.054 | 0.056 | 0.061 | 0.027 | 0.047 | 0.047 | 0.053 | 0.098 | 0.068 | 0.058 | 0.049 | 0.006 | 0.018 | 0.025 | 0.034 | 0.073 | 0.053 | 0.054 | 0.046 | 0.034 | 0.032 | 0.045 | 0.046 | 0.066 | 0.050 | 0.038 | 0.039 | 0.016 | 0.024 | 0.038 | 0.045 |
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