Abstract
SUMMARY Multiple comparison procedures based on the maximal component of the cumulative chi-squared statistic are discussed. The Markov properties for the successive components of the cumulative chi-squared statistic are proved and applied for obtaining the p-value of the maximal component in each of the one-way and the two-way analysis of variance models and the two-way contingency table. The power of the multiple comparison procedure is compared with those for some well-known procedures in the setting of Williams (1971) for detecting the change point from the zero level.
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